Corollary
Tag 088N, permanent. Cite it as [Bourbaki, Tag 088N].
Functions of a Real Variable, chapter II, § 2. INTEGRALS OVER NON-COMPACT INTERVALS
Let be three complete normed spaces over , and a continuous bilinear map from into . Let be two regulated functions on , with values in and respectively. If is bounded on and if the integral of g is absolutely convergent over I, then the integral of [f, g] is absolutely convergent.
Indeed, there exists a number h > 0 such that one has identically (Gen. Top., IX, p. 173, th. 1); if one puts , then one has on I; the comparison principle now shows that the integral of [f.g] is absolutely convergent, and, from (2),
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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