Let T>0 be a real number, and let f,g:[0,T]→R be measurable with respect to the trace Borel σ-algebra on [0,T] and Lebesgue integrable over [0,T]. Let u0 and v0 be real numbers and define
ut=u0+∫[0,t]f(s)ds,vt=v0+∫[0,t]g(s)ds(t∈[0,T]).
Then:
(i) The functions t↦ut and t↦vt are continuous on [0,T], the interval being regarded as a subset of the real line with the absolute value metric and R carrying the same metric, and there is a real number C≥0 with ∣ut∣≤C and ∣vt∣≤C for all t∈[0,T].
(ii) The functions t↦f(t)vt and t↦utg(t) are measurable and Lebesgue integrable over [0,T], and
uTvT=u0v0+∫[0,T](f(s)vs+usg(s))ds.