Geodesic
Generalization of the Girsanov theorem
Commentationes Mathematicae Universitatis Carolinae, Tome 29 (1988) no. 1, pp. 127-141

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Classification : 60G44, 60G57, 60H05, 60H10, 60H20 
Skokan, Václav. Generalization of the Girsanov theorem. Commentationes Mathematicae Universitatis Carolinae, Tome 29 (1988) no. 1, pp. 127-141. http://geodesic.mathdoc.fr/item/CMUC_1988_29_1_a12/
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     zbl = {0648.60068},
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     url = {http://geodesic.mathdoc.fr/item/CMUC_1988_29_1_a12/}
}
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[6] GIKHMAN I. I., SKOROKHOD A. V.: Stokhasticheskie differencialnye uravneniya. Nauka, Dumka, 1968.

[7] LOEVE M.: Teoriya veroyatnosteĭ. Izd. in. literatury, Moskva 1962. | MR

[8] MANDL P.: Stochastic integrals and their applications. (in Czech), ČSAV, Praha 1975.