A technique for exponential change of measure for Markov processes

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About the Pricing Equations in Finance (2011, background): “1 a Markovian change of probability measure (see Kunita and Watanabe [70], Palmowski and Rolski [78]; cf.”
Nonequilibrium Markov Processes Conditioned on Large Deviations (2014, background): “Inst. Fourier 15, 13 (1965) [112] Palmowski, Z., Rolski, T.: A technique for exponential change of measure for Markov processes.”
A Markov copulae approach to pricing and hedging of credit index derivatives and ratings triggered step-up bonds (2008, background): “Let Xt be an E valued Markov process under P with extended generator A (see [21]).”
Asymptotics of ruin probabilities for controlled risk processes in the small claims case (2004, unknown): “2 of [11].”
Equivalent and absolutely continuous measure changes for jump-diffusion processes (2005, background): “easure changes for multi-dimensional diﬀusion models and multi-dimensional jumpdiﬀusion models with explosion and potential, respectively. Itˆo and Watanabe [10], Kunita [18] and Palmowski and Rolski [24] discuss absolute continuity for general classes of Markov processes. Kunita [17] characterizes ”