Let A be a Noetherian ring, E a finitely generated A-module and F an A-module. Then
Ass(HomA(E,F))=Ass(F)∩Supp(E).
By hypothesis, E is isomorphic to an A-module of the form An/R, hence HomA(E,F) is isomorphic to a submodule of HomA(An,F) and the latter is isomorphic to Fn; now, Ass(Fn)=Ass(F) (no. 1, Corollary 1 to Proposition 3); thus Ass(HomA(E,F))⊂Ass(F). On the other hand,
Supp(HomA(E,F))⊂Supp(E):
for every prime ideal p of A, HomAp(Ep,Fp) is isomorphic to (HomA(E,F))p (Chapter 11, § 2, no. 7, Proposition 19), whence our assertion immediately; then we conclude from Theorem 2 that
Ass(HomA(E,F))⊂Supp(E).
Conversely, let p be a prime ideal of A belonging to Ass(F)∩Supp(E). By definition, F contains a submodule isomorphic to A/p. On the other hand, since E is finitely generated and E,=0, we know that there exists a homomorphism w=0 from E to A/p (Chapter II, § 4, no. 4, Proposition 20). As there exists an injective homomorphism j from A/p to F, j∘w∈Hom(E,F) and j∘w=0. On the other hand, the relation aw=0 for some a∈A is equivalent to a∈p, the annihilator of every element =0 of A/p being p; then certainly p∈Ass(HomA(E,F)).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.