Geodesic
New proof of the Novikov criterion using backward stochastic differential equations
Teoriâ slučajnyh processov, Tome 24 (2019) no. 2, pp. 14-16

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