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?
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.