Let the space be $\mathcal{F} = \{g(x) = \int_{-c}^c h(w)e^{(\sigma+i w)x}: h(w)\in L^2[-c,c], x\in[0,T]\}$. I want to prove the space is Banach space with the $l_2-$norm $\|g\|_2$ or $l_\infty$-norm $\|g\| = \max_{t\in[0,T]}|g(x)|$.
Reason: Since the space $\mathcal{F}$ is subspace of $L^2[0,T]$ or $L^\infty[0,T]$, I want to show that it is closed with $l^2$ norm, or $l^\infty$ norm. But I do not know how to prove it.
It is really important to me. Thanks a lot!