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January 1, 1960Theory of Probability and Its Applications

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

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IGIgor Vladimirovich GirsanovLomonosov Moscow State University

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Igor Vladimirovich Girsanov (1960) studied this question.

synapsesocial.com/papers/6a154fd1d64fa333899f811bhttps://doi.org/10.1137/1105027
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