Author:
Kazanchyan Drastamat C.,Kruglov Victor M.
Reference9 articles.
1. A. S. Cherny and A. N. Shiryaev, On Criteria for the Uniform Integrability of Brownian Stochastic Exponentials (Univ. Aarhus, Centre for Math. Phys. Stochast., 2000).
2. K. L. Chung and R. J. Williams, Introduction to Stochastic Integration, 2nd ed. (Birkhauser, Boston, 1990).
3. I. V. Girsanov, “On transforming a certain class of stochastic processes by absolutely continuous substitution of measures,” Theory Probab. Appl. 5, 285–301 (1960).
4. N. Kazamaki, Continuous Exponential Martingales and BMO, Vol. 1579 of Lecture Notes in Mathematics (Springer, Berlin, Heidelberg, 1994).
5. J. L. Kelley and T. P. Srinivasan, Measure and Integral. 1 (Springer, Berlin, Heidelberg, 1988).