  We investigate the validity of the Girsanov Transformation (GT) method for
parametric sensitivity analysis of stochastic models of chemical reaction
networks. The validity depends on the likelihood ratio process being a
martingale and the commutation of a certain derivative with expectation. We
derive some exponential integrability conditions which imply both these
requirements. We provide further conditions in terms of a reaction network that
imply these exponential integrability conditions.
