It looks like the integral equation is

We can get an initial condition right away by setting
, for which we get

Now, differentiating both sides of the integral equation gives

so that
solves the differential equation,

This ODE is linear, and multiplying both sides by
lets us condense the left side into the derivative of a product:


Integrate both sides to get

and solve for
:

Knowing that
, we find
, so that the integral equation has the particular solution,
