On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures

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Publication:3282326

DOI10.1137/1105027zbMath0100.34004OpenAlexW2083731191WikidataQ56227687 ScholiaQ56227687MaRDI QIDQ3282326

I. V. Girsanov

Publication date: 1962

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1105027






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