[guided]We extend the formula from simple functions to bounded Borel $g \ge 0$ by approximation. The approximation tool is the standard simple-function approximation of non-negative measurable functions.
*Approximation.* For any Borel $g: \Omega \to [0, M]$ with $0 \le g \le M$, define
\begin{align*}
g_k(x) := \sum_{j=0}^{k 2^k - 1} \frac{j}{2^k} \mathbb{1}_{\{j 2^{-k} \le g < (j+1) 2^{-k}\}}(x) + k \mathbb{1}_{\{g \ge k\}}(x).
\end{align*}
This is the standard dyadic simple-function approximation: $g_k$ is non-negative, simple, Borel, and $0 \le g_k \le g$ pointwise, with $g_k(x) \nearrow g(x)$ for every $x$ as $k \to \infty$. The functions $g_k$ are bounded by $M$ for $k \ge M$.
*Convergence on the LHS.* The monotone convergence theorem (applied with respect to the positive Radon measure $|Du|$ on $\Omega$, which is $\sigma$-finite since $|Du|(\Omega) < \infty$): if $g_k \nearrow g$ pointwise, then $\int g_k \, d|Du| \nearrow \int g \, d|Du|$. Hence
\begin{align*}
\lim_{k \to \infty} \int_\Omega g_k \, d|Du| = \int_\Omega g \, d|Du|.
\end{align*}
*Convergence on the RHS.* For each fixed $t \in \mathbb{R}$, the monotone convergence theorem with respect to $|D\mathbb{1}_{\{u > t\}}|$ (a positive Radon measure on $\Omega$, $\sigma$-finite for $\mathcal{L}^1$-a.e. $t$):
\begin{align*}
\lim_{k \to \infty} \int_\Omega g_k \, d|D\mathbb{1}_{\{u > t\}}| = \int_\Omega g \, d|D\mathbb{1}_{\{u > t\}}|.
\end{align*}
We need to interchange this $k$-limit with the $t$-integral. The dominated convergence theorem applies:
\begin{align*}
\int_\Omega g_k \, d|D\mathbb{1}_{\{u > t\}}| \le \int_\Omega M \, d|D\mathbb{1}_{\{u > t\}}| = M \cdot |D\mathbb{1}_{\{u > t\}}|(\Omega) = M \cdot P(\{u > t\}, \Omega).
\end{align*}
The dominating function $t \mapsto M \cdot P(\{u > t\}, \Omega)$ is in $L^1(\mathbb{R}, \mathcal{L}^1)$:
\begin{align*}
\int_{-\infty}^\infty M \cdot P(\{u > t\}, \Omega) \, d\mathcal{L}^1(t) = M \cdot |Du|(\Omega) < \infty,
\end{align*}
where we have used the [BV Coarea Formula](/theorems/598) and the hypothesis $u \in BV(\Omega)$.
By dominated convergence on $(\mathbb{R}, \mathcal{L}^1)$:
\begin{align*}
\lim_{k \to \infty} \int_{-\infty}^\infty \int_\Omega g_k \, d|D\mathbb{1}_{\{u > t\}}| \, d\mathcal{L}^1(t) = \int_{-\infty}^\infty \int_\Omega g \, d|D\mathbb{1}_{\{u > t\}}| \, d\mathcal{L}^1(t).
\end{align*}
*Combining.* Taking $k \to \infty$ in the Step 2 identity for $g_k$:
\begin{align*}
\int_\Omega g \, d|Du| = \int_{-\infty}^\infty \int_\Omega g \, d|D\mathbb{1}_{\{u > t\}}| \, d\mathcal{L}^1(t).
\end{align*}
This is the weighted coarea formula for non-negative bounded Borel $g$. Since the theorem statement assumes $g \ge 0$ (codomain $[0, \infty)$), the proof is complete. The formula extends to bounded real-valued Borel $g$ by splitting $g = g^+ - g^-$, but the statement of the theorem only requires the non-negative case, so we stop here.[/guided]