@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},
pages = {47--50},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {12},
year = {1978},
mrnumber = {519992},
zbl = {0382.60051},
language = {en},
url = {http://archive.numdam.org/item/SPS_1978__12__47_0/}
}
TY - JOUR
AU - Kazamaki, Norihiko
TI - A remark on a problem of Girsanov
JO - Séminaire de probabilités de Strasbourg
PY - 1978
SP - 47
EP - 50
VL - 12
PB - Springer - Lecture Notes in Mathematics
UR - http://archive.numdam.org/item/SPS_1978__12__47_0/
LA - en
ID - SPS_1978__12__47_0
ER -
%0 Journal Article
%A Kazamaki, Norihiko
%T A remark on a problem of Girsanov
%J Séminaire de probabilités de Strasbourg
%D 1978
%P 47-50
%V 12
%I Springer - Lecture Notes in Mathematics
%U http://archive.numdam.org/item/SPS_1978__12__47_0/
%G en
%F 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://archive.numdam.org/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.Primen5, 314-330 (1960)
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[2]. N. Kazamaki and T. Sekiguchi, A property of BMO-martingales, (in preparation).