@article{RM_2018_73_1_a4, author = {A. N. Shiryaev}, title = {On a transformation of the measure of a {Brownian} motion with drift and {Girsanov's} theorem}, journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova}, pages = {169--171}, year = {2018}, volume = {73}, number = {1}, language = {en}, url = {http://geodesic.mathdoc.fr/item/RM_2018_73_1_a4/} }