Proposition 9
Tag 09KK, permanent. Cite it as [Bourbaki, Tag 09KK].
Integration, VIII, p. 39, § 4. Convolution of measures and functions
Let be in . Assume that the function is essentially -integrable except for a locally -negligible set of values of , and that the function
defined locally -almost everywhere, is locally -integrable. Then and are convolvable.
This follows from Prop. 1 of No. 1.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.