For every function f∈K(X;E) we call integral of f with respect to μ, and denote by ∫fdμ or ∫f(x)dμ(x), or ∫fμ, or ∫f(x)μ(x), the element of E′∗ defined by
⟨∫fdμ,z′⟩=∫⟨f,z′⟩dμfor all z′∈E′.
We note that even if E is Hausdorff and f∈K(X;E), one does not necessarily have∫fdμ∈E (Exer. 1; cf. No. 3).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.