The Stacks project

Proof. If $m' \in M'$, then the annihilator of $m'$ viewed as an element of $M'$ is the same as the annihilator of $m'$ viewed as an element of $M$. Hence the inclusion $\text{Ass}(M') \subset \text{Ass}(M)$. Let $m \in M$ be an element whose annihilator is a prime ideal $\mathfrak p$. If there exists a $g \in R$, $g \not\in \mathfrak p$ such that $m' = gm \in M'$ then the annihilator of $m'$ is $\mathfrak p$. If there does not exist a $g \in R$, $g \not\in \mathfrak p$ such that $gm \in M'$, then the annilator of the image $m'' \in M''$ of $m$ is $\mathfrak p$. This proves the inclusion $\text{Ass}(M) \subset \text{Ass}(M') \cup \text{Ass}(M'')$. We omit the proof of the final statement. $\square$