$$\begin{array}{rl} \vartheta \left( \mathbb{Q}\right) = & \mathbb{E}_{\mathbb{Q}}\left[ \int\limits_{0}^{T}h\left( h_{0}\left( \theta _{0}\left( t\right) \right) +\int\nolimits_{\mathbb{R}_{0}}\delta \left( t,x\right) h_{0}\left( \theta _{0}\left( t,x\right) \right) \nu \left( dx\right) \right) dt\right] \mathbf{0}_{\mathcal{Q}_{\ll }}\left( \mathbb{Q}\right) \\ & +\infty \times \mathbf{0}_{\mathcal{Q}_{cont}\setminus \mathcal{Q}_{\ll }}\left( \mathbb{Q}\right) 