Simple examples of non-generating Girsanov processes
Séminaire de probabilités de Strasbourg, Tome 31 (1997), pp. 247-251. 
@article{SPS_1997__31__247_0,
     author = {Feldman, Jacob and Smorodinsky, Meir},
     title = {Simple examples of non-generating {Girsanov} processes},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {247--251},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {31},
     year = {1997},
     mrnumber = {1478733},
     zbl = {0883.60038},
     language = {en},
     url = {http://archive.numdam.org/item/SPS_1997__31__247_0/}
}
TY  - JOUR
AU  - Feldman, Jacob
AU  - Smorodinsky, Meir
TI  - Simple examples of non-generating Girsanov processes
JO  - Séminaire de probabilités de Strasbourg
PY  - 1997
SP  - 247
EP  - 251
VL  - 31
PB  - Springer - Lecture Notes in Mathematics
UR  - http://archive.numdam.org/item/SPS_1997__31__247_0/
LA  - en
ID  - SPS_1997__31__247_0
ER  - 
%0 Journal Article
%A Feldman, Jacob
%A Smorodinsky, Meir
%T Simple examples of non-generating Girsanov processes
%J Séminaire de probabilités de Strasbourg
%D 1997
%P 247-251
%V 31
%I Springer - Lecture Notes in Mathematics
%U http://archive.numdam.org/item/SPS_1997__31__247_0/
%G en
%F SPS_1997__31__247_0
Feldman, Jacob; Smorodinsky, Meir. Simple examples of non-generating Girsanov processes. Séminaire de probabilités de Strasbourg, Tome 31 (1997), pp. 247-251. http://archive.numdam.org/item/SPS_1997__31__247_0/

[DFST] L. Dubins, J. Feldman, M. Smorodinsky, and B.S. Tsirelson(1995): Decreasing sequences of σ-fields and a measure change for Brownian motion, to appear, Ann.Prob. | MR | Zbl

[K] N. Kazamaki (1994): Continuous exponential martingales and BMO, Lec.Notes Math.1579, Springer-Verlag. | MR | Zbl

[R] M. Rosenblatt (1959): Stationary processes as shifts of functions of independent random variables, Jour.Math.Mech. 8, pp.665-681. | MR | Zbl

[RY] D. Revuz, and M. Yor (1991): Continuous Martingales and Brownian Motion, Springer, Berlin. | MR | Zbl

[T] B.S. Tsirelson, (1975): An example of a stochastic differential equation having no strong solution, Theor.Prob.Appl. 20, pp.416-418. | MR | Zbl

[V] A.M. Vershik, (1994): Theory of decreasing sequences of measurable partitions, Alg. Anal. 6, pp.1-68,in Russian; English version to appear in St.Petersburg Math. Jour. 6. | MR | Zbl

[Y] M. Yor, (1992): Tsirelson's equation in discrete time, Prob.Th. Related Fields, 91, pp.135-152. | MR | Zbl