  This paper is about Girsanov's theory. It (almost) doesn't contain new
results but it is based on a simplified new approach which takes advantage of
the (weak) extra requirement that some relative entropy is finite. Under this
assumption, we present and prove all the standard results pertaining to the
absolute continuity of two continuous-time processes with or without jumps. We
have tried to give as much as possible a self-contained presentation. The main
advantage of the finite entropy strategy is that it allows us to replace
martingale representation results by the simpler Riesz representations of the
dual of a Hilbert space (in the continuous case) or of an Orlicz function space
(in the jump case).
