Proposition 2
Tag 09QZ, permanent. Cite it as [Bourbaki, Tag 09QZ].
Integration, chapter IX, § 5. Measures on completely regular spaces
— Let and be two complex measures on a completely regular space , such that for every function that is integrable for and . Then .
Let us take up again the proof of the second part of Proposition 1, on setting . We can require the open set U to be integrable for and . The function is then integrable for these two measures, and the relation implies ; therefore for every positive lower semi-continuous function , whence finally , on taking .
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.