Standing notation and background for ordinary differential equations on a closed interval whose right-hand side is only measurable in time: integrals over subintervals, Carathéodory solutions of the integral equation, and Carathéodory–Lipschitz right-hand sides.
Base. This setting extends Integrals over Subintervals of a Closed Interval: Notation: its conventions and notation, and through it those of Ordinary Differential Equations on a Compact Interval: Standing Notation and Measurable Functions and the Lebesgue Integral: Standing Notation, are in force.
Integrals over subintervals. Notation as in Integrals over Subintervals of a Closed Interval: Notation (ii) and Integrals over Subintervals of a Closed Interval: Notation (iii). Background: Absolute Continuity of the Integral, Indefinite Lebesgue Integrals on a Closed Interval and Gronwall's Lemma for Bounded Measurable Functions; for the formal bookkeeping: Functions and Function-Valued Operators Given by Integrals over Subintervals.
Carathéodory solutions. For a function and , the integral equation is that of The Integral Equation of an Initial Value Problem with Measurable Time Dependence (i), and its Carathéodory solutions and the set of them are as in Carathéodory Solutions of an Initial Value Problem (i) and Carathéodory Solutions of an Initial Value Problem (ii). For a real number , is the set of Carathéodory–Lipschitz functions with constant . Background: Composition of a Carathéodory–Lipschitz Function with a Measurable Path, Existence and Uniqueness for Ordinary Differential Equations with Measurable Time Dependence and Variation of Constants with Integrable Forcing.
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