Igor Vladimirovich Girsanov (Russian: И́горь Влади́мирович Гирсанов; (10 September 1934 – 16 March 1967) was a Russian mathematician. He made major contributions...

of this type were first proved by Cameron-Martin in the 1940s and by Igor Girsanov in 1960. They have been subsequently extended to more general classes...

Doctoral advisor Andrey Kolmogorov Doctoral students Nicolai V. Krylov Igor Girsanov Fridrikh Karpelevich Stanislav Molchanov Anatoliy Skorokhod Nikolai...