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:
“There is one great fact, characteristic of this our nineteenth century, a fact which no party dares deny. On the one hand, there have started into life industrial and scientific forces which no epoch of former human history had ever suspected. On the other hand, there exist symptoms of decay, far surpassing the horrors recorded of the latter times of the Roman empire. In our days everything seems pregnant with its contrary.”
—Karl Marx (1818–1883)
“We are told that men protect us; that they are generous, even chivalric in their protection. Gentlemen, if your protectors were women, and they took all your property and your children, and paid you half as much for your work, though as well or better done than your own, would you think much of the chivalry which permitted you to sit in street-cars and picked up your pocket- handkerchief?”
—Mary B. Clay, U.S. suffragist. As quoted in History of Woman Suffrage, vol. 4, ch. 3, by Susan B. Anthony and Ida Husted Harper (1902)
“It takes a great deal of history to produce a little literature.”
—Henry James (1843–1916)