Corollary 2
Tag 08XM, permanent. Cite it as [Bourbaki, Tag 08XM].
Integration, chapter IV, § 6. Convexity inequalities
— Let be a real (resp. complex) Banach space, its strong dual (TVS, III, § 3, No. 1), and let be the canonical bilinear form on . If and , then the real (resp. complex) function is integrable and
For, .
When is a real or complex Hilbert space, one knows that it can be canonically identified with its dual (TVS, V, § 1, No. 7). Since the space is complete, we have the following result:
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.