Geodesic
On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 73 (2018) no. 1, pp. 169-171 
A. N. Shiryaev. On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 73 (2018) no. 1, pp. 169-171. http://geodesic.mathdoc.fr/item/RM_2018_73_1_a4/
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}
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Voir la notice de l'article provenant de la source Math-Net.Ru

[1] I. V. Girsanov, Teoriya veroyatn. i ee primen., 5:3 (1960), 314–330 | DOI | MR | Zbl

[2] A. Kolmogoroff, Grundbegriffe der Wahrscheinlichkeitsrechnung, Ergeb. Math. Grenzgeb., 2, no. 3, J. Springer, Berlin, 1933, iv+62 pp. | MR | MR | Zbl | Zbl

[3] P. Lévy, Processus stochastiques et mouvement brownien, Gauthier-Villars, Paris, 1948, 365 pp. | MR | MR | Zbl | Zbl

[4] A. N. Shiryaev, Veroyatnost–1, 3-e izd., MTsNMO, M., 2004, 520 pp.; A. N. Shiryaev, Probability–1, Grad. Texts in Math., 95, 3rd ed., Springer, New York, 2016, xvii+486 pp. | DOI | MR | Zbl