Relative Densities of Semimartingales.
Inventiones mathematicae, Tome 27 (1974), pp. 299-327.

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@article{IM_1974__27_142314,
     author = {Hans F\"ollmer and H\'el\`ene Airault},
     title = {Relative {Densities} of {Semimartingales.}},
     journal = {Inventiones mathematicae},
     pages = {299--327},
     publisher = {mathdoc},
     volume = {27},
     year = {1974},
     zbl = {0281.60053},
     url = {http://geodesic.mathdoc.fr/item/IM_1974__27_142314/}
}
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Hans Föllmer; Hélène Airault. Relative Densities of Semimartingales.. Inventiones mathematicae, Tome 27 (1974), pp. 299-327. http://geodesic.mathdoc.fr/item/IM_1974__27_142314/