Geodesic
Stochastic Fubini Theorem for Semimartingales in Hilbert Space
Canadian journal of mathematics, Tome 42 (1990) no. 5, pp. 890-901

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In this paper we will study the Fubini theorem for stochastic integrals with respect to semimartingales in Hilbert space.Let (Ω, , P) he a probability space, (X, , μ) a measure space, H and G two Hilbert spaces, L(H, G) the space of bounded linear operators from H into G, Z an H-valued semimartingale relative to a given filtration, and φ: X × R + × Ω → L(H, G) a function such that for each t ∈ R + the iterated integrals are well-defined (the integrals with respect to μ are Bochner integrals). It is often necessary to have sufficient conditions for the process Y 1 to be a version of the process Y 2 (e.g. [1], proof of Theorem 2.11). 
León, Jorge A. Stochastic Fubini Theorem for Semimartingales in Hilbert Space. Canadian journal of mathematics, Tome 42 (1990) no. 5, pp. 890-901. doi: 10.4153/CJM-1990-046-8
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