Let (x, ζ,ℬt,Px) be a (standard) Markov process with state space 5 defined on the abstract space Ω. Here, xt
is the sample path, ζ is the terminal time and ℬt
is the smallest α-field of Ω in which xs s ≤ t are measurable. Let P’x, x ∈ S be another family of Markovian measures defined on (ℬt, Ω).