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
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“Indeed, the Englishman’s history of New England commences only when it ceases to be New France.”
—Henry David Thoreau (1817–1862)
“When the landscape buckles and jerks around, when a dust column of debris rises from the collapse of a block of buildings on bodies that could have been your own, when the staves of history fall awry and the barrel of time bursts apart, some turn to prayer, some to poetry: words in the memory, a stained book carried close to the body, the notebook scribbled by hand—a center of gravity.”
—Adrienne Rich (b. 1929)
“As History stands, it is a sort of Chinese Play, without end and without lesson.”
—Henry Brooks Adams (1838–1918)