Hi


On page 98 "Stochastic differential equations" of Øksendal, 6th edition, 


the author writes that $$\int\_{0}^{u}\Big(\int\_{0}^{t}\frac{\partial}{\partial t}f(s,t)dR\_{s}\Big)dt=\int\_{0}^{u}\Big(\int\_{s}^{u}\frac{\partial}{\partial t}f(s,t)dt\Big)dR\_{s}$$


could some one please tell me why? thanks so much for your time ! 



Another question on Øksendal's book
i am also having some problems with oksendal sometimes but here i can help u: Its basically Fubini theorem where one can change the order of integration: on the left the inner integrand is being integrated over 0<=s<=t and outer integral over 0<=t<=u. When u combine these two inequalities you get 0<=s<=t<=u. So on the right u can now have the inner integral wrt t as s<=t<=u and the outer over 0<=s<=u. hope that helps.


