For every f∈A(G), there exists a unique bounded measure μf on G such that
(φ∗f)(e)=∫GF(φ)dμf(17)
for every φ∈ Stell(G).
Moreover, for every f and g in A(G), we have the equality
F(f)⋅μg=F(g)⋅μf(18)
between the measure with density F(f) with respect to μg and the measure with density F(g) with respect to μf.
Let f,g be elements of L1(G)∩L2(G). For every φ∈ Stell(G), one has φ∗f∈L2(G) and ∥φ∗f∥2⩽∥φ∥∗∥f∥2(I, p. 126, formula (8)). Moreover, one has φ∗(f∗g)=(φ∗f)∗g(loc. cit., formula (9)). This latter function belongs to the closure C0(G) of K(G) in C(G) (INT, VIII, §4, no5, prop. 15). Moreover, one has
∥φ∗(f∗g)∥∞⩽∥φ∗f∥2∥g∥2⩽∥φ∥∗∥f∥2∥g∥2
Since the functions f∗g for f and g in L1(G)∩L2(G) generate A(G), it follows that φ∗f∈C0(G) for all f∈A(G) and φ∈ Stell(G), and that the mapping φ↦(φ∗f)(e) is a continuous linear form on Stell(G). Since F is an isomorphism of Stell(G) onto C0(G) (prop. 5 of II, p. 209), the first assertion follows.
Now let f and g be in A(G). For φ∈L1(G), one has
(F(f)⋅μg)(F(φ))=∫GF(φ)F(f)dμg=∫GF(φ∗f)dμg
=((φ∗f)∗g)(e)(19)
Since (φ∗f)∗g=(φ∗g)∗f and since the image of L1(G) under the Fourier transform is dense in C0(G) (cor. of II, p. 210), one deduces from formula (19) that formula (18) is satisfied for all f and g in A(G).
Bourbaki sets the proof directly after the statement, and the corpus does not separate them, so what is above is the statement and its proof together.