Theorem 1
Tag 09AU, permanent. Cite it as [Bourbaki, Tag 09AU].
Integration, chapter VI, § 2. Vectorial measures . "
— Let F be a Hausdorff locally convex space that contains a countable dense subset. For every function and every , let ; the mapping defines, by passage to the quotient, a linear bijection of onto the space of continuous linear mappings of into . If is a normed space, this bijection is an isometry.
In view of Lemma 3, the first assertion will be demonstrated if one proves that for every continuous mapping of into , there exists a function such that for all , and that the class of in is uniquely determined by this condition. The second point is immediate, because if for all , then is scalarly locally negligible. On the other hand, there exists a lifting of into (Lemma 2). For every , the mapping is a continuous linear form on , that is, an element of . The function is scalarly -measurable since for every ; one has ; finally, for every and every belonging to the inverse image under of the unit ball of ,
which shows that for all .
If, moreover, is a normed space, the foregoing shows that
But on the other hand (Lemma 3), , and this inequality continues to hold when is modified arbitrarily on a locally negligible set. It follows that .
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.