A remark on a problem of Girsanov
Kazamaki, Norihiko
Séminaire de probabilités de Strasbourg, Tome 12 (1978), p. 47-50 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1978-01-01
@article{SPS_1978__12__47_0,
     author = {Kazamaki, Norihiko},
     title = {A remark on a problem of Girsanov},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {12},
     year = {1978},
     pages = {47-50},
     mrnumber = {519992},
     zbl = {0382.60051},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_1978__12__47_0}
}

Kazamaki, Norihiko. A remark on a problem of Girsanov. Séminaire de probabilités de Strasbourg, Tome 12 (1978) pp. 47-50. http://gdmltest.u-ga.fr/item/SPS_1978__12__47_0/

[1]. I.V. Girsanov, On transforming a certain class of stochastic processes by absolutely continuous substitution of measures, Teor.Veroyatnost i.Primen 5, 314-330 (1960) | MR 133152 | Zbl 0100.34004

[2]. N. Kazamaki and T. Sekiguchi, A property of BMO-martingales, (in preparation).