Remark
Tag 09SV, permanent. Cite it as [Bourbaki, Tag 09SV].
Integration, chapter IX, § 6. Promeasures and measures on a locally convex space
— Let F be a barreled space and a locally convex topology on intermediate to and . Every subset of compact for is compact for the coarser topology . Conversely, let K be a subset of compact for . Since F is barreled, K is equicontinuous (TVS, III, §4, No. 2, Th. 1); but by Ascoli’s theorem, every equicontinuous subset of is relatively compact for and a fortiori for , therefore K is contained in a subset of compact for . It is not difficult to infer from this that the identity mapping of onto defines a bijection between the sets of measures on these two spaces.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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