Absolute Continuity under Time Shift for Ornstein-Uhlenbeck type Processes with Delay or Anticipation

The paper is concerned with one-dimensional two-sided Ornstein-Uhlenbeck type processes with delay or anticipation. We prove existence and uniqueness requiring almost sure boundedness on the left half-axis in case of delay and almost sure boundedness on the right half-axis in case of anticipation. For those stochastic processes $(X,P_{\mu })$ we calculate the Radon-Nikodym density under time shift of trajectories, $P_{\mu }(d{X}_{\cdot -t})\mathrm{/}{P}_{\mu }(dX)$, $t\in {\Bbb R}$.