Let $I:=[a,b]$ and let $g: I \to \Bbb R$ be continuous on $I$. Suppose that there exists $K > 0$ such that $$|g(x)| \leq K \int_a^x|g| \ \ \forall x \in I.$$ Then $g(x) = 0\ \ \forall x \in I $.
I am stuck with the problem please help!
Let $I:=[a,b]$ and let $g: I \to \Bbb R$ be continuous on $I$. Suppose that there exists $K > 0$ such that $$|g(x)| \leq K \int_a^x|g| \ \ \forall x \in I.$$ Then $g(x) = 0\ \ \forall x \in I $.
I am stuck with the problem please help!
We directly apply Gronwall's inequality in its integral form to
$\vert g(x) \vert \leq K \int_a^x \vert g \vert dx = \int_a^x K\vert g \vert dx; \tag{1}$
as far as the present purposes are concerned, Gronwall's may be taken to state that continuous $w(x)$ on $I = [a, b]$ satisfying
$w(x) \le \beta + \int_a^x cw(t) dt, \tag{2}$
$\beta$ constant, also satisfy
$w(x) \le \beta e^{\int_a^x cdt} = \beta e^{c(x - a)}; \tag{3}$
since in the present case $\beta = 0$, we thus find that
$0 \le \vert g(x) \le 0 e^{\int_a^x Kdt} = 0; \tag{4}$
thus
$\vert g(x) \vert = 0, \tag{5}$
so
$g(x) = 0, x \in I. \tag{6}$
QED!