# Is interchanging the orders of averaging operation with integral operation allowed?

In the book Nonequilibrium Statistical Mechanics by Zwanzig, at page 6, after explaining Langevin equation Brownian motion, to show that $$\langle v^2\rangle = (3/2)k_B T/m$$ consistent with the Langevin equation, he states

$$v(t)=e^{-G / m} v(0)+\frac{1}{m}\int_{0}^{t} \mathrm{d}t^{\prime} e^{-\zeta\left(t-t^{\prime}\right) / m} \delta F\left(t^{\prime}\right)$$

[...]

On averaging over noise, these cross terms vanish. The final term is second order in the noise: $$\frac{1}{m^2}\int_{0}^{t} \mathrm{d}t^{\prime} e^{-\zeta(t-r) / m} \delta F\left(t^{\prime}\right) \int_{0}^{t} \mathrm{d}t^{\prime \prime} e^{-\zeta(t-r) / m} \delta F\left(t^{\prime \prime}\right).$$ Now the product of two noise factors is averaged, according to eq. (1.5), and leads to $$\frac{1}{m^2}\int_{0}^{t} \mathrm{d}t^{\prime} e^{-\zeta(t-r) / m} \int_{0}^{t} \mathrm{d}t^{\prime \prime} e^{-\zeta\left(t-r^{*}\right) / m} 2 B \delta\left(t^{\prime}-t^{\prime \prime}\right).$$

However, I cannot understand how does it go from stochastic integral to usual integral. Is interchanging the orders of averaging operation with integral operation allowed?

Edit:

For example, a similar thing is done on page 8,

$$x(t)=\int_{0}^{t} v(s)\mathrm{d}s$$ where $$v(s)$$ is the velocity of the particle at time $$s .$$ The ensemble average of the mean squared displacement is $$\left\langle x^{2}\right\rangle=\left\langle\int_{0}^{t} \mathrm{d}s_{1} v\left(s_{1}\right) \int_{0}^{t} \mathrm{d}s_{2} v\left(s_{2}\right)\right\rangle=\int_{0}^{t} \mathrm{d}s_{1} \int_{0}^{t} \mathrm{d}s_{2}\left\langle v\left(s_{1}\right) v\left(s_{2}\right)\right\rangle.$$

Validity of this interchanging is regulated by Fubini–Tonelli theorem. If your spaces and functions are "normal", then this is a valid transformation. "Normal" here means $$\sigma$$-finiteness of spaces measure's and finiteness of integrals. Usually your integrals are finite due to their physical nature.