Bourbaki

Exercise 9, § 1

Integration, IX, p. 107

Let T be a topological space. If λ\lambda and μ\mu are two positive measures on T such that λ∗(U)=μ∗(U)\lambda^*(U) = \mu^*(U) for every open set U in T, then λ=μ\lambda = \mu (first prove that λ∗(f)=μ∗(f)\lambda^*(f) = \mu^*(f) for every lower semi-continuous function f≥0f \geq 0 on T, then that λ∗=μ∗\lambda^* = \mu^*).

Solution

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