On a problem of Girsanov

DOI10.2748/tmj/1178240496zbMath0381.60040OpenAlexW2081695179MaRDI QIDQ1248275

Norihiko Kazamaki

Publication date: 1977

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2748/tmj/1178240496

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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Cites Work

• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• On an Identity for Stochastic Integrals