Bourbaki

Proposition 3

Tag 08KO, permanent. Cite it as [Bourbaki, Tag 08KO].

Integration, chapter II, § 2. Linear forms on a Riesz space

Let EE be a directed ordered vector space, PP the set of elements ⩾0\geqslant 0 of EE, and x↦M(x)x \mapsto M(x) a mapping of PP into R\mathbf{R}, with values ⩾0\geqslant 0, such that M(x+y)=M(x)+M(y)M(x + y) = M(x) + M(y) for all x,yx, y in PP. Then, there exists one and only one positive linear form LL that extends MM to EE.

Since E=P−PE = P - P, the same reasoning as in Prop. 2 proves, first, the existence and uniqueness of an additive mapping LL of EE into R\mathbf{R} that extends MM. Proposition 1 then shows that L(λx)=λL(x)L(\lambda x) = \lambda L(x) for all λ⩾0\lambda \geqslant 0 and all x∈Px \in P, from which it is immediate that LL is a linear form.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.