$\int\limits_{\Omega\times\Upsilon} 1_A(x) k(x,t)f(t) d(\mu\times\
u)(x,t)=\int\limits_{\Omega}1_A(x) \int\limits_{\Upsilon} k(x,t)f(t) d\
u(t) d\mu(x)$
Follows from Fubini Tonelli because the following function is measurable and integrable.
$\Omega \times \Upsilon \
i(x,t) \mapsto 1_A(x) k(x,t)f(t)$
And since the first integral is finite $g$ as the inner integrand of the right hand side is also integrable and therefore measurable.
BUT the inner integrand doesn't necessarily exist everywhere, it only has to be defined almost everywhere and we therefore have to exclude the set $N_A$ as the set of all $x$ for which $1_A(x) \int\limits_{\Upsilon} k(x,t)f(t) d\
u(t)$ doesn't exist.