In this Note we study a new class of abstract processes which are summable in the sense of [ 1]: the processes with integrable semivariation. One can then define the stochastic integral for such processes. We define also the Stieltjes integral ∝ ƒ dg, where g is an abstract function with bounded semivariation. A cadlag process X with integrable semivariation has the following properties: 1) X is summable; 2) the stochastic integral H · X can be computed path by path, as a Stieltjes integral; 3) the equality μ X(M) = E( ∝ 1 M(s, ω) dX s(ω)) defines a P-measure μ X.