Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
@MartinHairer, thank you very much for your remark. That was a mistake, sorry. I am in fact looking at the integral to $T_{sup}(F)=\sup_{\{M\in\frak{M}\}}\{\int_{[\alpha,1-\alpha]}F^{-1}(s)M(ds)\}$ for $\alpha>0$
