The set of integrals of the homogeneous linear equation (37), defined on J, is a vector space of dimension n over the field C.
Given any n integrals uj (1≤j≤n) of equation (37) one calls the Wronskian of this system of integrals the determinant (with respect to the canonical basis of Cn) of the corresponding n integrals uj of the equation dx/dt=A(t).x, that is to say, the function
For the n integrals uj to be linearly independent it is necessary and sufficient that W(t)=0 on J; moreover, it suffices for this that W(t0)=0 at only onet0 of J (IV, p. 184, prop. 4); further, one has (IV, p. 184, prop. 5)
W(t)=W(t0)exp(∫t0ta1(s)ds).
(38)
We identify the resolvent C(t,t0) of equation (35) with its matrix with respect to the canonical basis of Cn; the columns vj(t,t0) (1≤j≤n) of this matrix are then n linearly independent integrals
of the homogeneous equation dx/dt=A(t).x which correspond to n linearly independent integrals vj(t,t0) of equation (37) such that
Dk−1vj(t0,t0)=δjk
(Kronecker delta) for 1≤j≤n,1≤k≤n (on agreeing to put D0vj=vj). It results in particular that the method of variation of parameters (IV, p. 182) applied to equation (35) here gives as a particular integral of (33), equal to 0 together with its first n−1 derivatives at the point t0, the function
w(t)=∫t0tvn(t,s)b(s)ds.
(39)
In the particular case of the equation Dnx=b(t) the formula (39) again gives the formula expressing the nth primitive of the regulated function b(t) which vanishes with its first n−1 derivatives at the point t0, namely
w(t)=∫t0tb(s)(n−1)!(t−s)n−1ds
(II, p. 62, formula (19)): the integral of Dnx=0 which vanishes together with its first n−2 derivatives at the point t0, and whose n−1th derivative is equal to 1 there, is actually the polynomial (t−t0)n−1/(n−1)!.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.