Ejercicio 8: solve Exercise 7, Page 54: For $f, u \in C_0^\infty(\mathbb{R})$ the space of smooth functions with compact support in $\mathbb{R}$, set
$$K_f u(x) = f * u(x) = \int f(y)u(x-y)dy \qquad (1)$$
Show that, for $1 \le p < \infty$, $K_f$ has a unique bounded extension:
$$K_f : L^p(\mathbb{R}) \to L^p(\mathbb{R}), \quad ||K_f u||_{L^p(\mathbb{R})} \le ||f||_{L^1} ||u||_{L^p}.$$
The operation in (1) is called convolution.