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Consider a probability space \\((\\Omega,{\\mathcal F}_ 1,P)\\), a filtration \\(({\\mathcal F}_ t)_{t\\in[0,1]}\\) on it etc. Consider first a continuous \\(R^ d\\)-valued process \\(X=M+B\\), where \\(M\\) is a continuous local martingale and \\(B\\) is previsible with finite variation. Let \\(N^ i\\) be orthogonal \\(R\\)-valued continuous local martingales with \\(M=\\sigma N\\), \\(\\sigma\\) previsible, let \\(A\\) be continuous ascending adapted with \\(d\\langle N^ i\\), \\(N^ i\\rangle=\\zeta^ iA\\). If there exists a probability \\(Q\\), equivalent to \\(P\\), such that \\(X\\) is a \\(Q\\)-martingale, then one may choose previsible \\(\\nu,b\\) such that \\(b=\\sigma\\nu\\), \\(X=\\sigma N+bA\\) and \\(\\theta^ i=(\\nu^ i/\\zeta^ i)1_{(\\zeta^ i\\neq 0)}\\) are \\(N^ i\\)-integrable. Moreover, all possible \\(Q\\) are \\({\\mathcal E}(-\\theta N+L)P\\), where \\(L\\) is a local martingale orthogonal to all \\(N^ i\\) (and \\({\\mathcal E}\\) is the ``stochastic exponential''). \\(Q\\) is unique iff \\(N\\) has the previsible representation property and \\(\\sigma\\) may be chosen invertible.   The authors consider then discontinuous \\(R\\)-valued processes. They first give a correct proof of a result of the second author [Stochastic differential systems, Proc. IFIP-WG 7/1 Work. Conf., Eisenach/GDR 1986, Lect. Notes Control Inf. Sci. 96, 373-380 (1987; Zbl 0655.60038)], namely: if \\(D\\) is ascending right continuous previsible, \\(A\\) is right continuous previsible with finite variation, \\(p\\in(1,\\infty)\\), \\(p^{- 1}+q^{-1}=1\\) and \\(K=\\{\\int HdA\\); \\(H\\) previsible bounded, \\(\\int| H|^ pdD\\leq 1\\}\\) is bounded in probability, then there exists a previsible \\(\\alpha\\) with \\(dA=\\alpha dD\\), \\(\\int|\\alpha|^ qdD<\\infty\\). Then they prove, via four lemmas etc., that, if \\(X\\) is adapted, cadlag, \\(X_ 0=0\\), \\(\\sup_ s| X_ s|\\in L^ 2\\) and for the closure \\(\\overline K\\) of \\(K\\) in \\(L^ 1\\) we have \\(\\overline K\\cap L^ 1_ +=\\{0\\}\\), then \\(X\\) is a special semimartingale, \\(X=M+\\alpha\\langle M,M\\rangle\\) with \\(M\\) a locally square integrable local martingale, \\(\\int\\alpha^ 2d\\langle M,M\\rangle<\\infty\\). A ``pathological'' example is given.   Let now \\(X=M+A\\), \\(M\\) a local martingale, \\(A\\) previsible with finite variation (the canonical decomposition of the special semimartingale \\(X)\\). Let \\(Q\\) be equivalent to \\(P\\). It is named a ``minimal martingale law'' for \\(X\\) if \\(X\\) is a \\(Q\\)-martingale and every local \\(P\\)-martingale \\(P\\)-orthogonal to \\(M\\) is a \\(Q\\)-local martingale. The authors show that if such a \\(Q\\) exists for \\(X\\) in the previous theorem, then \\({\\mathcal E}(-\\alpha M)\\) is a strictly positive martingale and \\(Q={\\mathcal E}(-\\alpha M)_ 1 P\\).   Finally, consider the case when \\(M\\) is locally square integrable, \\(A=\\alpha\\langle M,M\\rangle\\), \\(\\alpha\\) previsible, \\(\\int\\alpha^ 2d\\langle M,M\\rangle<\\infty\\), \\(\\alpha\\Delta M<1\\). Let \\(H=\\lambda+\\int\\zeta dX+L_ 1\\), where \\(\\lambda\\in R\\), \\(\\zeta\\) be previsible, \\(L\\) be a semimartingale with \\(L_ 0=0\\), \\({\\mathcal E}(-\\alpha M)\\) \\((\\lambda+\\zeta X+L)\\) be a martingale and \\([X,L]{\\mathcal E}(-\\alpha M)\\) be a local martingale. Then \\(\\lambda,\\zeta,L\\) are uniquely determined by \\(H\\). If \\(X\\) is continuous and \\(H\\) is given, then \\(H\\) is representable as above iff \\(H{\\mathcal E}(-\\alpha M)_ 1\\in L^ 1\\). If \\(X\\) is locally bounded, \\(H{\\mathcal E}(-\\alpha M)_ 1\\in L^ 1\\) and \\(E(H{\\mathcal E}(-\\alpha M)_ 1;{\\mathcal F}_ t){\\mathcal E}(-\\alpha M)^{-1/2}_ t\\) is locally square integrable, then \\(H\\) is representable as above. The paper contains several remarks, showing the ``limits'' of some of its 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