Statement

If F(z,y,λ)F(z,y,\lambda) is jointly near (z0,y0,λ0)(z_0,y_0,\lambda_0), the equation

zy=F(z,y,λ),y(z0)=y0\partial_z y=F(z,y,\lambda),\qquad y(z_0)=y_0

has a unique local solution jointly holomorphic in zz, initial state and λ\lambda, on sufficiently small common neighborhoods.

Picard argument

Choose a complex product neighborhood with uniform bounds on FF and its state derivative. On a small time disc the Picard map preserves a ball and contracts it uniformly for all parameters in the chosen neighborhood. Its iterates are holomorphic and converge uniformly on smaller compact sets, so their limit is holomorphic. A version with real time, continuous time dependence and holomorphic state/parameter dependence follows by the same integral iteration. Extending a common parameter neighborhood along a longer trajectory requires uniform domain and coefficient control.

References