@DanielFischer In the proof on page 20 of that supplement (
see here), the author assumes that $f(x)$ is continuous on $[0, \infty)$ and that $H(x) = \int_{0}^{x} e^{-s_{0}u}f(u) \, du$ is bounded for all $x \in [0, \infty)$. (Well, at least I think he's assuming the latter. There is clearly a typo.)