Girsanov theorem

Girsanov Theorem is a way of measuring how much something may change over time. It looks at a certain type of math called probability, which is like a way of prediction. The theorem is named after Russian mathematician Andrey Nikolaevich Girsanov who came up with it. So basically, Girsanov Theorem helps us figure out the chances that something will stay the same, increase, or decrease over time. It can help us understand changes in things like investments, the stock market, or even the weather.