The paper is concerned with a class of two-sided stochastic processes of the form $X=W+A$. Here $W$ is a two-sided Brownian motion with random initial data at time zero and $A\equiv A(W)$ is a function of $W$. Elements of the related stochastic calculus are introduced. In particular, the calculus is adjusted to the case when $A$ is a jump process. Absolute continuity of $(X,P_{ \sbnu})$ under time shift of trajectories is investigated. For example under various conditions on the initial density with respect to the Lebesgue measure, $m=d\bnu/dx$, and on $A$ with $A_0=0$ we verify % { eqnarray*} \frac{ P_{ \sbnu}(dX_{ \cdot -t})}{ P_{ \sbnu}(dX_\cdot)}=\frac{ m(X_{ -t})} { m(X_0)}\cdot\prod_i|\nabla_{ W_0}X_{ -t}|_i { eqnarray*} % a.e. where the product is taken over all coordinates. Here $\sum_i(\nabla_{ W_0}X_{ -t})_i$ is the divergence of $X_{ -t}$ with respect to the initial position. Crucial for this is the { \it temporal homogeneity} in the sense that $X(W_{ \cdot +v}+A_v\1)=X_{ \cdot+v}(W)$, $v\in { \Bbb R}$, where $A_v\1$ is the trajectory taking the constant value $A_v (W)$. By means of such a density, partial integration relative to the generator of the process $X$ is established. Relative compactness of sequences of such processes is established.
Categories: math.PR