[guided]The point of the weighted norm is that decay is built into the space. If $u\in\mathcal{B}_\rho$, then the estimate $\|u\|_E\leq\rho$ means
\begin{align*}
\|u(t)\|_X\leq \rho e^{-\omega_0t}
\end{align*}
for every $t\geq 0$. In particular $\|u(t)\|_X\leq\rho\leq r/2<r$, so $u(t)\in B_X(0,r)$ and the nonlinear expression $N(u(t))$ is legitimate for all times.
We define the candidate solution operator by the mild formula:
\begin{align*}
(\Phi u)(t):=T(t)v_0+\int_0^t T(t-s)N(u(s))\,d\mathcal{L}^1(s).
\end{align*}
The integral is a Bochner integral over $[0,t]$ with respect to one-dimensional Lebesgue measure. For fixed $t\geq 0$, the integrand $s\mapsto T(t-s)N(u(s))$ is continuous from $[0,t]$ to $X$: the map $u$ is continuous, the Lipschitz estimate makes $N$ continuous on $B_X(0,r)$, and the semigroup is strongly continuous.
We still have to prove that $\Phi u$ is a [continuous function](/page/Continuous%20Function) of $t$, not only that each fixed-time integral is well-defined. Fix $T_\ast>0$ and define $F:[0,T_\ast]\to X$ by $F(s):=N(u(s))$. Since $u$ is continuous and $N$ is continuous on $B_X(0,r)$, the map $F$ is continuous. Hence $F$ is uniformly continuous and bounded on $[0,T_\ast]$; denote its supremum norm by
\begin{align*}
\|F\|_{C([0,T_\ast];X)}:=\sup_{0\leq s\leq T_\ast}\|F(s)\|_X.
\end{align*}
For $0\leq t\leq T_\ast$ and $h$ with $t+h\in[0,T_\ast]$, compare the two convolution terms at times $t$ and $t+h$. Let
\begin{align*}
I_h:=[0,t]\cap[0,t+h]=[0,\min\{t,t+h\}]
\end{align*}
denote the common part of the two integration intervals. The remaining part is the symmetric difference of $[0,t]$ and $[0,t+h]$, whose $\mathcal{L}^1$-measure is at most $|h|$. On that remaining part, the semigroup bound gives
\begin{align*}
\|T(\tau)F(s)\|_X\leq Me^{\omega T_\ast}\|F\|_{C([0,T_\ast];X)}
\end{align*}
for the relevant nonnegative times $\tau\leq T_\ast$, so the remaining interval contributes at most
\begin{align*}
Me^{\omega T_\ast}\|F\|_{C([0,T_\ast];X)}|h|.
\end{align*}
On the common interval $I_h$, the difference of the integrands is
\begin{align*}
(T(t+h-s)-T(t-s))F(s).
\end{align*}
For each fixed $s\in I_h$, strong continuity of the semigroup gives convergence of this expression to $0$ as $h\to 0$. Moreover, for all sufficiently small $h$, its norm is bounded by
\begin{align*}
2Me^{\omega T_\ast}\|F\|_{C([0,T_\ast];X)},
\end{align*}
which is integrable on $[0,T_\ast]$ with respect to $\mathcal{L}^1$. The dominated convergence theorem for Bochner integrals therefore sends the integral over $I_h$ to $0$, while the estimate on the remaining interval also tends to $0$. Thus
\begin{align*}
t\mapsto \int_0^t T(t-s)N(u(s))\,d\mathcal{L}^1(s)
\end{align*}
is continuous on $[0,T_\ast]$. Since $T_\ast>0$ was arbitrary and $t\mapsto T(t)v_0$ is continuous by strong continuity, we have $\Phi u\in C([0,\infty);X)$ once the weighted norm is finite.
We now estimate the weighted norm. Since $N(0)=0$, applying the Lipschitz hypothesis with $w=0$ gives
\begin{align*}
\|N(z)\|_X=\|N(z)-N(0)\|_X\leq C(\|z\|_X+\|0\|_X)\|z-0\|_X=C\|z\|_X^2
\end{align*}
for every $z\in B_X(0,r)$. For $z=u(s)$ this becomes
\begin{align*}
\|N(u(s))\|_X\leq C\|u(s)\|_X^2\leq C\|u\|_E^2e^{-2\omega_0s}.
\end{align*}
Using the semigroup decay estimate, we obtain
\begin{align*}
e^{\omega_0t}\|(\Phi u)(t)\|_X\leq M\|v_0\|_X+MC\|u\|_E^2\int_0^t e^{\omega_0t}e^{-\omega(t-s)}e^{-2\omega_0s}\,d\mathcal{L}^1(s).
\end{align*}
The exponential factor simplifies as
\begin{align*}
e^{\omega_0t}e^{-\omega(t-s)}e^{-2\omega_0s}=e^{-(\omega-\omega_0)(t-s)}e^{-\omega_0s}.
\end{align*}
Since $a=\omega-\omega_0>0$ and $e^{-\omega_0s}\leq 1$, the integral is bounded by
\begin{align*}
\int_0^t e^{-a(t-s)}e^{-\omega_0s}\,d\mathcal{L}^1(s)\leq \int_0^t e^{-a(t-s)}\,d\mathcal{L}^1(s)\leq \frac{1}{a}.
\end{align*}
Thus
\begin{align*}
\|\Phi u\|_E\leq M\|v_0\|_X+\frac{MC}{a}\|u\|_E^2\leq M\|v_0\|_X+\frac{MC}{a}\rho^2.
\end{align*}
The choices $\|v_0\|_X<\rho/(2M)$ and $\rho\leq a/(4MC)$ give
\begin{align*}
\|\Phi u\|_E\leq \frac{\rho}{2}+\frac{\rho}{4}<\rho.
\end{align*}
So $\Phi u\in E$ and $\Phi u\in\mathcal{B}_\rho$. This proves that the Duhamel operator sends the closed weighted ball $\mathcal{B}_\rho$ into itself.[/guided]