Citation:
A. N. Shiryaev, “On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem”, Russian Math. Surveys, 73:1 (2018), 169–171
\Bibitem{Shi18}
\by A.~N.~Shiryaev
\paper On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem
\jour Russian Math. Surveys
\yr 2018
\vol 73
\issue 1
\pages 169--171
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Linking options:
https://www.mathnet.ru/eng/rm9808
https://doi.org/10.1070/RM9808
https://www.mathnet.ru/eng/rm/v73/i1/p179
This publication is cited in the following 1 articles:
A. A. Muravlev, “Asymptotics of the boundaries in one non-linear optimal stopping problem”, Russian Math. Surveys, 75:2 (2020), 380–382
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