Theorem 4
Tag 09CF, permanent. Cite it as [Bourbaki, Tag 09CF].
Integration, VI, p. 50, § 3. Disintegration of measures
Let T be a Polish locally compact space, a positive measure on T, and R a -measurable equivalence relation in T. Let B, B' be two Polish locally compact spaces, p, p' two -measurable mappings of T into B, B' respectively, such that R is equivalent to and to . Let be pseudo-image measures of under p, p' respectively; let be disintegrations of relative to respectively.
Under these conditions, there exist in B (resp. B') a set N (resp. N') negligible for (resp. ) and a bijection f of B - N onto B' - N', having the following properties:
a) The mapping f (defined almost everywhere in B) is -measurable and its inverse mapping is -measurable; every pseudo-image measure of (resp. ) under f (resp. ) is equivalent to (resp. ).
b) For every , the measure on T is of the form , where and r is locally -integrable.
To establish a), we may limit ourselves to the case that and are bounded measures (Ch. V, §5, No. 6, Prop. 11). Let , ; we know that (resp. ) is negligible for (resp. ) (No. 2). There exists a bijection f of B - onto B' - defined by for all ; let be the inverse mapping of , so that . For every subset M of B, the relation « M is -measurable » is equivalent to « is -measurable », that is, to « is -measurable », thus finally to « is -measurable » (Ch. V, §6, No. 2, Cor. of Prop. 3). We thus see that (resp. ) transforms every -measurable (resp. -measurable) set into a -measurable (resp. -measurable) set; since B and are metrizable and have countable bases, it follows that and are measurable (Ch. IV, §5, No. 5, Th. 4). Moreover, if is -negligible then is -negligible, therefore is -negligible (Ch. V, §6, No. 2, Cor. 2 of Prop. 2); similarly, transforms every -negligible set into a -negligible set. Consequently, the image of under (which is defined since is bounded, which implies that is -proper) is equivalent to , and the image of under is equivalent to (Ch. V, §5, No. 6, Prop. 10). It remains to prove b). By virtue of Th. 2 of No. 3, we can restrict ourselves to the case that . Since , we have, for every function ,
(Ch. V, §3, No. 4, Th. 1 and §6, No. 2, Th. 1); in other words, . But since also and since, for every , and are carried by , Th. 2 of No. 3 implies that for almost every , hence for almost every . The conditions of Th. 4 are therefore verified by taking for N the union of and the set of such that .
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.