 Radon-Nikodym density martingale

For an absolutely continuous change of probability measure, restricting its Radon-Nikodym derivative to the current sigma-algebra gives this nonnegative uniformly integrable martingale. If $Z_T>0$ almost surely, the measures are equivalent on ${\mathcal{F}}_T$. This finite-horizon equivalence need not imply equivalence on a larger sigma-algebra.