Definition 1
Tag 09K4, permanent. Cite it as [Bourbaki, Tag 09K4].
Integration, VIII, p. 25, § 4. Convolution of measures and functions
If and are convolvable, and are said to be convolvable relative to . Every density of with respect to is called a convolution product of and relative to and is denoted .
One omits when no confusion is possible. Convolution for several measures on and a function on is defined in an analogous manner.
The various convolution products of and are equal locally -almost everywhere. If has support and if there exists a convolution product of and that is continuous, then the latter is uniquely determined; it is then called the convolution product of and relative to .
Let and let be a locally -integrable complex function on . Then and are convolvable, and
therefore
locally -almost everywhere.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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