TheoremBase

Gronwall's Lemma for Bounded Measurable Functions

Statement

Let R\mathbb{R} be the real numbers, and let TT, aa, and cc be real numbers with T>0T>0 and c≥0c\ge0. Write [0,T][0,T] for the closed interval determined by 00 and TT, and likewise [0,t][0,t] for the closed interval determined by 00 and tt when t∈[0,T]t\in[0,T]. Let u:[0,T]→Ru:[0,T]\to\mathbb{R} be bounded and measurable with respect to the trace Borel σ\sigma-algebra on [0,T][0,T] and the Borel σ\sigma-algebra on the real line. Assume that

u(t)≤a+c∫[0,t]u(s) dsfor every t∈[0,T],u(t)\le a+c\int_{[0,t]}u(s)\,ds\qquad\text{for every }t\in[0,T],

where the integral is the Lebesgue integral over the compact interval [0,t][0,t], taken to be 00 for t=0t=0.

Then, with exp⁡\exp the exponential function, u(t)≤aexp⁡(ct)u(t)\le a\exp(ct) for every t∈[0,T]t\in[0,T].

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