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MR1855425 (2002h:60170) 60J65 (60G30)
Donati-Martin, Catherine; Matsumoto, Hiroyuki; Yor, Marc Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions. Publ. Res. Inst. Math. Sci. 37 (2001), no. 3, 295–326.
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