Generalization of the Girsanov theorem
Commentationes Mathematicae Universitatis Carolinae, Tome 29 (1988) no. 1, pp. 127-141
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@article{CMUC_1988__29_1_a12,
author = {Skokan, V\'aclav},
title = {Generalization of the {Girsanov} theorem},
journal = {Commentationes Mathematicae Universitatis Carolinae},
pages = {127--141},
publisher = {mathdoc},
volume = {29},
number = {1},
year = {1988},
mrnumber = {937556},
zbl = {0648.60068},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMUC_1988__29_1_a12/}
}
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/