Bourbaki

Exercise 4, § 7

Integration, V, p. 112

The notations being those of Exer. 2, show that if X is closed in T then, for every numerical function f≥0f \geq 0 defined on T, ∫∗(f∘j) dμX=∫∗f dν\int^*(f \circ j) \, d\mu_X = \int^* f \, d\nu (observe that the mapping j is proper, and use Prop. 2 of §4). Under the same conditions, if f is a mapping of T into R‾\overline{\mathbf{R}} or into a Banach space, for f∘jf \circ j to be μX\mu_X-integrable it is necessary and sufficient that f be ν\nu-integrable, in which case ∫(f∘j)μX=∫f dν\int (f \circ j) \mu_X = \int f \, d\nu (§4, Th. 2).

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