In the book Introduction to Pricing Option Theory by Gopinath Kallianpur & Rajeeva L. Karandikar, p. 8.
What does the integral \begin{equation*} \int_0^t f_s^2ds \end{equation*} mean given $f$ is an elementary process? This could be a Lebesgue integral. But I'm just confused as to how a stochastic process squared could be Lebesgue-integrable.