Fix any and compare with . The quotient required in a global Lipschitz condition in the dependent variable isConsequently,It is nevertheless locally Lipschitz in : for ,Thus the Picard-Lindelöf theorem gives local existence and uniqueness for the initial value problem; the remaining work establishes existence on the entire half-line for the specified small data.
Write . Multiplying the ordinary differential equation by the integrating factor and using the product rule givesIntegration from to therefore yields the Volterra integral equationConversely, a continuous function satisfying this integral equation becomes continuously differentiable after multiplication by , by the fundamental theorem of calculus, and satisfies the original initial value problem.
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