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 the world is none other than the progress of the consciousness of freedom.”
—Georg Wilhelm Friedrich Hegel (1770–1831)
“It is the true office of history to represent the events themselves, together with the counsels, and to leave the observations and conclusions thereupon to the liberty and faculty of every man’s judgement.”
—Francis Bacon (1561–1626)
“... the history of the race, from infancy through its stages of barbarism, heathenism, civilization, and Christianity, is a process of suffering, as the lower principles of humanity are gradually subjected to the higher.”
—Catherine E. Beecher (1800–1878)