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In the book Interacting Particle system, chapter 1 pg 43 one reads

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It is often the case that $\Omega$ is an unbounded operator. Considering that this is the case, what allows us to use Fubini's theorem in the passage

$$\Bbb{E}^{\eta_r}\bigg[\int_0^{t-r} \Omega f (\eta_s)\, ds\bigg] = \int_0^{t-r}\Bbb{E}^{\eta_r}\big[ \Omega f (\eta_s)\big]\, ds ?$$

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It suffices to note that the operator $\Omega: C(X) \to C(X)$ acts on the space of continuous functions on $X$ a compact metric space. Since every continuous function on a compact set is bounded we obtain that $\sup_\eta \Omega f(\eta) = M_f < \infty$. This allows you to use Fubini