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References
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)
N.Kazamaki and T.Sekiguchi, A property of BMO-martingales, (in preparation).
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© 1978 Springer-Verlag Berlin Heidelberg
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Kazamaki, N. (1978). A remark on a problem of girsanov. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XII. Lecture Notes in Mathematics, vol 649. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064591
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DOI: https://doi.org/10.1007/BFb0064591
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