Forced harmonic oscillators, waves on a forced string and changes of measure - Gzyl, Henryk (Statistics & probability letters, 2021)
Keywords: Cameron–Martin-Girsanov–Maruyama change of measure; Gauss–Markov process; Harmonic oscillator; Wave equation; Wave equation; Gauss–Markov process; Cameron–Martin-Girsanov–Maruyama change of measure; Harmonic oscillator