Why $\int_t^T \int_0^s f(s,u)dW(u)ds=\int_0^t \int_t^T f(s,u)dsdW(u)+\int_t^T \int_u^Tf(s,u)dsdW(u)$??

50 Views Asked by At

Maybe it's trivial but why can we write this integral as the sum of these two integrals? We use Fubini Theorem but I don't understand why there are such limits on the right hand side.