Recover (ii) with the help of formula (3.2.4) which expresses a simple absolute continuity relationship between Brownian motions with opposite drifts.

Formula 3.2.4:

\[\left\{\begin{align*}
\left.\mathbf{W}^{(u)}\right|_{\mathcal{F}_{t}} & =\left.\exp \left(u X_{t}-\frac{1}{2} u^{2} t\right) \mathbf{W}\right|_{\mathcal{F}_{t}}  \tag{3.2.4}\\
\left.\mathbf{W}^{(-u)}\right|_{\mathcal{F}_{t}} & =\left.\exp \left(-u X_{t}-\frac{1}{2} u^{2} t\right) \mathbf{W}\right|_{\mathcal{F}_{t}}
\end{align*}\right.\]