Integration, IV, p. 126
Let X, Y be two locally compact spaces, μ a bounded measure on X, ν a bounded measure on Y, so that μ⊗ν is a bounded measure on X×Y. Show that for every function f∈C0(X×Y;C), the function x↦∫f(x,y)dν(y) belongs to C0(X;C) and
∫f(x,y)dμ(x)dν(y)=∫dμ(x)∫f(x,y)dν(y).