Let $ x=\{x(t,\omega):\,t\in [a,b]\subseteq\mathbb{R},\,\omega\in\Omega\}$ be a stochastic process such that, for each $ t\in [a,b]$ , the random variable $ x(t,\cdot)$ is absolutely continuous (meaning that it has a probability density function). Suppose that, for each fixed $ \omega\in\Omega$ , the real map $ x(\cdot,\omega)$ is Lebesgue integrable on $ [a,b]$ . Let $ $Read more