Bourbaki

Remark 1

Tag 09QX, permanent. Cite it as [Bourbaki, Tag 09QX].

Integration, IX, p. 58, § 5. Measures on completely regular spaces

Let ff be a positive lower semi-continuous function, and let JfJ_f be the set of positive bounded continuous functions zero outside a μ\mu-integrable open set and bounded above by ff. One can show that ff is the upper envelope of JfJ_f and that μ∗(f)=sup⁡g∈Jfμ(g)\mu^*(f) = \sup_{g \in J_f} \mu(g).

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.