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ALIBABA 2021 Problem 6

    Let M(t)M(t) be measurable and locally bounded function, that is, M(t)≤Ca,b,∀0≤a≤t≤b<∞M(t) \le C_{a,b}, \forall 0 \le a \le t \le b<\infty with some constant Ca,bC_{a,b} , from [0,∞)[0,\infty) to [0,∞)[0,\infty) such that M(t)≤1+∫0tM(t−s)(1+t)−1s−1/2ds,∀t≥0.M(t) \le 1+\int_0^t M(t-s)(1+t)^{-1}s^{-1/2} ds, \forall t \ge 0. Show that M(t)≤10+25,∀t≥0.M(t) \le 10+2\sqrt{5}, \forall t \ge 0.

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