Bourbaki

Corollary 2

Tag 08BX, permanent. Cite it as [Bourbaki, Tag 08BX].

Functions of a Real Variable, chapter IV, § 1. EXISTENCE THEOREMS

If, on I × H, the function f is Lipschitz with respect to a regulated function k(t), and if the right-hand endpoint β of J belongs to I, then u has a left limit at β; if H = E and if f is Lipschitz with respect to a regulated function k(t) on I × E, then J = I.

Indeed, if β ∈ I, there exists a compact neighbourhood V of β in I, such that f(t, x_0) and k(t) are bounded on V; then ∥f(t,x)∥≤m∥x∥+h\|f(t, x)\| \leq m \|x\| + h (m and h constant) on V×HV \times H, whence ∥u′(t)∥≤m∥u(t)∥+h\|u'(t)\| \leq m \|u(t)\| + h on the complement of a countable subset of V∩JV \cap J, so that ∥u(t)∥≤m∫t0t∥u(s)∥ ds+q\|u(t)\| \leq m \int_{t_0}^t \|u(s)\|\ ds + q (qq constant) on V∩JV \cap J; lemma 2 (IV, p. 170) shows that ∥u(t)∥≤c emt+d\|u(t)\| \leq c\ e^{mt} + d (cc and dd constant) on V∩JV \cap J, and thus f(t,u(t))f(t, u(t)) remains bounded on JJ, and the corollary results from th. 2 of IV, p. 172.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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