Bourbaki

Proposition 16

Tag 0997, permanent. Cite it as [Bourbaki, Tag 0997].

Integration, chapter VI, § 1. Integration of vector-valued functions

— Let G,HG, H be two Hausdorff locally convex spaces, with HH assumed to be quasi-complete. Let UU be a mapping of TT into L(G;H)\mathscr{L}(G; H) such that (t,x)↦U(t)⋅x(t, x) \mapsto U(t) \cdot x is a continuous mapping of T×GT \times G into HH. Then the bilinear mapping (λ,x)↦U(λ)⋅x(\lambda, x) \mapsto U(\lambda) \cdot x of C′(T)×G\mathscr{C}'(T) \times G into HH is hypocontinuous relative to the equicontinuous subsets of C′(T)\mathscr{C}'(T) and the compact subsets of GG (which implies that the linear mapping λ↦U(λ)\lambda \mapsto U(\lambda) of C′(T)\mathscr{C}'(T) into FF is continuous).

The continuity of λ↦U(t)\lambda \mapsto U(t) as a mapping of C′(T)\mathscr{C}'(T) into FF follows from Lemma 3 and Remark 2 following Prop. 14 of No. 6. Thus, it remains to prove that for every closed, balanced, convex neighborhood VV of 0 in HH and for every equicontinuous subset NN of C′(T)\mathscr{C}'(T), there exists a neighborhood WW of 0 in GG such that the relations x∈W,λ∈Nx \in W, \lambda \in N imply that U(λ)⋅x∈VU(\lambda) \cdot x \in V. One can suppose that N=S∘N = S^\circ, where SS is a neighborhood of 0 in C(T)\mathscr{C}(T), consequently one can suppose that SS is the set of functions g∈C(T)g \in \mathscr{C}(T) such that ∣g(t)∣≤1|g(t)| \leq 1 on a compact subset KK of TT. It suffices to show that

|⟨U(λ) · x, x′⟩| ≤ 1 for x ∈ W, x′ ∈ V° and λ ∈ S°. Now, since U(K) is equicontinuous, there exists a neighborhood W of 0 in G such that the relations t ∈ K, x ∈ W imply U(t) · x ∈ V; the relations x ∈ W, x′ ∈ V° therefore imply that the function t ↦ ⟨U(t) · x, x′⟩ belongs to S, hence that |⟨U(t) · x, x′⟩| = |∫⟨U(t) · x, x′⟩ dλ(t)| ≤ 1 by the definition of S°.

Let us now assume that U is a continuous mapping of T into F and, moreover, that U(T) is equicontinuous. Then, the same reasoning as above shows (since H is quasi-complete) that for every bounded positive measure μ on T, ∫ U dμ ∈ F. One can therefore define, as above, a linear mapping λ ↦ ∫ U dλ = U(λ) of M^1(T) into F that extends the analogous mapping of C'(T) into F. Moreover, for every closed, balanced, convex neighborhood V of 0 in H, there exists by hypothesis a neighborhood W of 0 in G such that for every x ∈ W and every t ∈ T, one has U(t) · x ∈ V, consequently (since V is weakly closed) ∫ (U(t) · x)dλ(t) ∈ ||λ|| · V (No. 2, Prop. 5). In other words:

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

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