Let \(f(t,x):\mathbb {R}\times \mathbb {R}^n\to \mathbb {R}^n\) be continuous such that for some
\[ L\in \mathbb {R} \]
\[ |f(t,x)-f(t,y)|\le L|x-y| \]
for all \(t\in \mathbb {R}\) and \(x,y\in \mathbb {R}^n\). Show that the initial value problem for \(x_0\in \mathbb {R}^n\) \[ \dot {x}=f(t,x)\quad \text {with }x(0)=x_0 \] has a unique solution that exists on \(t\in [0,\infty )\).