Consider $S$ to be the subspace of $L^\infty(\mathbb R)$ consisting of all functions supported on finite measure sets and $T:S\to B$ is a linear continuous operator between $S$ and some Banach space $B$, is there always a linear continuos mapping $F:L^\infty(\mathbb R)\to B$ extending $T$?
Note that $S$ is not dense in $L^\infty(\mathbb R)$ and if $B=\mathbb R$, this is just Hahn-Banach. But what if $B$ is a general Banach space? What if $B=L^p(\mathbb R)$ for any $p\in [1,\infty]$? I believe we should use Hahn-Banach, but I don't know how, could any one hint?