One of the mods has asked and answered a question (edit: also this question) involving stochastic calculus. I'm not quite sure how this relates to economics or finance other than the exercise being from a mathematical finance book.
Sure the Girsanov Theorem is important in mathematical finance, but I don't think its only use is in mathematical finance. It seems to me that such question should have been instead asked in Quant SE, Maths SE or CV / Stats SE
So is it on-topic? Why/Why not? To what extent must a question involve economics or finance to be on-topic here? Are all Brownian-motion related questions on-topic here even if the question is about the mathematical details?
From Physics SE (jamals):
Questions devoid of any physics content (or reference to physics), which focus entirely on mathematical details should be migrated to the mathematics SE. If the question is regarding a mathematical method applied to a physics problem, then it is appropriate for the physics SE.