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On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures

I. V. Girsanov

Theory Probab. Appl. 5, pp. 285-301 (17 pages)

http://epubs.siam.org/tvp/resource/1/tprbau/v5/i3/p285_s1?isAuthorized=no

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关键词：Transforming substitution Absolutely Stochastic Continuous 求助

On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures