Given a filtered probability space $(\Omega, \mathcal{F}, \{\mathcal{F}_t\}_{t \in [0, T]}, \mathbb{P})$, and a $\{\mathcal{F}_t\}$-adapted stochastic process $f(t, \omega)$ such that $$ \int_{0}^{T} f(t) dt < \infty. $$ The above integral is a Lebesgue integral.
Let $c$ be a constant with $0 < c < T$. Does the following integral still make sense? $$ \int_{0}^{T-c} \mathbb{E}[f(t + c)\vert \mathcal{F}_t] dt < \infty. $$