Proposition 5
Tag 08XV, permanent. Cite it as [Bourbaki, Tag 08XV].
Integration, chapter IV, § 6. Convexity inequalities
— Let be a bounded measure, and let be a -measurable function with values in a Banach space . The set I of numbers such that and is finite, is either empty or is an interval with left end-point and containing this point; moreover, is an increasing function of on I.
This is an immediate consequence of Prop. 4 above and of the Cor. of Prop. 4 of Ch. I, No. 3.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.