Bourbaki

Exercise 1, § 3

Integration, VI, p. 69

Assume that the hypotheses of Th. 1 of No. 1 are satisfied. Let h be a locally μ\mu-integrable function such that p is (h⋅μ)(h \cdot \mu)-proper. Show that the function b↦g(b)=∫h(t)dλb(t)b \mapsto g(b) = \int h(t) d\lambda_b(t), defined locally almost everywhere in B (for the measure ν=p(μ)\nu = p(\mu)) is such that p(h⋅μ)=g⋅νp(h \cdot \mu) = g \cdot \nu.

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