Consider the finite time interval $[0,T]$ and the stochastic process $(X(t); t\leq s)$ Can the integral \begin{align} \int_{0}^{T}X(s)ds \end{align} de defined if the stochastic process $X$ is not bounded on $[0,T]$ ?
2026-03-31 07:27:36.1774942056
integrability condition stochastic process
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