Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/ii/paper-4/29k/d/solution
Past exam of the mathematics course of the University of Cambridge 2021 ii Paper 4 29K d Solution by
Codex 0 Created 2026-09-24 Updated 2026-09-25
Apply Cameron-Martin theorem to the absolutely continuous path up to and thereafter. Its derivative is on and zero later, so the Radon-Nikodym factor is , yielding the formula for every bounded measurable functional of the path after .
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