In the book Interacting Particle system, chapter 1 pg 43 one reads
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
$$\Bbb{E}^{\eta_r}\bigg[\int_0^{t-r} \Omega f (\eta_s)\, ds\bigg] = \int_0^{t-r}\Bbb{E}^{\eta_r}\big[ \Omega f (\eta_s)\big]\, ds ?$$
