Hi everyone, How it is possible to derive the formula (page 32 of the CMP) E_Q (Y|F_s) = (1/Z_s) E_P (YZ_t | F_s) Y - F_t measurable r.v. Q - N(0,1) measure P - N(mu,1) shifted measure Z_t - Radon Nikodym derivative i.e. =dQ_t / dP_t
