A function F on [a,b]×ℝⁿ is Carathéodory–Lipschitz with constant Λ if it is measurable in time for each fixed state, Λ-Lipschitz in the state, and integrable in time at the origin; CL_Λ is the set of such functions.
In the setting of Integrals over Subintervals of a Closed Interval: Notation, assume the axiom of dependent choice. Let be a function and let with . is Carathéodory–Lipschitz with constant if the following three conditions hold.
Measurability in time. For every , the function from to is measurable with respect to .
Lipschitz dependence on the state.
Integrability at the origin. The function on lies in .
The class . is the set of those elements of the set of functions from to that are Carathéodory–Lipschitz with constant (a subset of a set by The Elements of the Class of Functions from a Set to a Set, and This Class Is a Set (ii), the condition being predicative, with the Lipschitz condition written through the Euclidean distance and the real operations of Arithmetic and Order Rules in the Real Numbers, Stated for ℝ (i); by The Elements of the Class of Functions from a Set to a Set, and This Class Is a Set (i), if and only if is a function that is Carathéodory–Lipschitz with constant ).
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