Proposition 4
Tag 09KA, permanent. Cite it as [Bourbaki, Tag 09KA].
Integration, VIII, p. 29, § 4. Convolution of measures and functions
Assume that G operates properly in X and that is continuous. Let and .
(i) and are convolvable relative to .
(ii) Formula (3) of No. 1 defines for every a convolution product that is continuous.
(iii) The mapping of into is hypocontinuous relative to the bounded subsets of and the compact subsets of that are contained in some subspace (where is a variable compact subset of ).
We know that and are convolvable (§ 3, No. 2, Prop. 8 (ii)), and it is clear that the integrals occurring in (3) exist for every . Let and be two compact subsets of . There exists a compact subset of such that the relations and imply ; let with for . Then, for and ,
Consequently is a continuous function of and defines a convolution product . Moreover, the mapping of into is continuous for the topologies of compact convergence. Prop. 3 (iii) therefore implies that the mapping of into is, for every compact subset of , hypocontinuous relative to the compact subsets of . In particular, the mapping of into is separately continuous. Since is barreled, this mapping is hypocontinuous relative to the bounded subsets of (TVS, III, § 5, No. 3, Prop. 6).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.