I'm currently reading Sakurai's book Modern QM and I've been stuck after the introduction of observables with continuous eigenvalues. The thing that bothers me are expressions such as $$ \int d\xi |\xi\rangle \langle \xi| $$ and $$ \int_{-\infty}^\infty dx |x\rangle \langle x| \alpha \rangle. $$
So far I've been able to make sense of the whole bra-ket notation by imagining the kets being members of Hilbert space $\mathcal{H}$ and the bras being the continuous elements of $\mathcal{H}^*$. If we consider the natural isomorphism $$\tau : \mathcal{H} \otimes \mathcal{H}^* \longrightarrow \mathcal{L}(\mathcal{H},\mathcal{H}) $$ which sends $ |v\rangle \otimes \langle u| :=v\otimes\phi_u \longmapsto A$, such that $A(h) = \phi_u(h)v = \langle u,h \rangle v$ for every $h \in \mathcal{H}$. Then we can view $|\xi \rangle \langle \xi |$ as $$ |\xi \rangle \langle \xi | = \tau(|\xi \rangle \otimes \langle \xi |). $$
With this point of view the second integral takes value in $\mathcal{L}(\mathcal{H},\mathcal{H})$. and the first in $\mathcal{H}$ both of which are infinite dimensional. I don't see how I can make sense of such integral. I can make sense of vector valued integrals in finite dimensional space but I've never seen definition of integral that justifies the above expressions.
So my question is what am I missing and how exactly do I interpret those symbols? Is there any math that I need to study in order to rigorously be able to make sense of such expression?