Bourbaki

Exercise 2, § 2

Integration, VI, p. 62

Let G be a barreled space, H a semi-reflexive space, and F the space Ls(G;H)\mathscr{L}_s(G; H). Let m be a vectorial measure on T, with values in F. Show that for every numerical function ff essentially integrable for m, ∫f dm∈F\int f\, dm \in F. (Observe that F is semi-reflexive.) The case where H=RH = \mathbf{R}.

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