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New proof of the Novikov criterion using backward stochastic differential equations
Teoriâ slučajnyh processov, Tome 24 (2019) no. 2, pp. 14-16 Cet article a éte moissonné depuis la source Math-Net.Ru

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Using backward stochastic differential equations we give a new proof of well known Novikov's criterion.
Keywords: Local martingale, Stochastic exponential, Backward stochastic differential equation. 
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     author = {B. Chiqvinidze},
     title = {New proof of the {Novikov} criterion using backward stochastic differential equations},
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B. Chiqvinidze. New proof of the Novikov criterion using backward stochastic differential equations. Teoriâ slučajnyh processov, Tome 24 (2019) no. 2, pp. 14-16. http://geodesic.mathdoc.fr/item/THSP_2019_24_2_a1/

[1] A. A. Novikov, “On an identity for stochastic integrals”, Theor. Prob. Appl., 17 (1972), 717–720 | DOI | MR | Zbl