History
Results of this type were first proved by Cameron–Martin in the 1940s and by Girsanov in 1960. They have been subsequently extended to more general classes of process culminating in the general form of Lenglart (1977).
Read more about this topic: Girsanov Theorem
Famous quotes containing the word history:
“The history of all hitherto existing society is the history of class struggles.”
—Karl Marx (1818–1883)
“It takes a great deal of history to produce a little literature.”
—Henry James (1843–1916)
“There has never been in history another such culture as the Western civilization M a culture which has practiced the belief that the physical and social environment of man is subject to rational manipulation and that history is subject to the will and action of man; whereas central to the traditional cultures of the rivals of Western civilization, those of Africa and Asia, is a belief that it is environment that dominates man.”
—Ishmael Reed (b. 1938)