= Girsanov density for a stopped Bessel process
{c}
{title2=$(R_T/x)^{(\delta-1)/2}\exp\{-\tfrac18(\delta-1)(\delta-3)\int_0^T R_s^{-2}ds\}$}
For reference <Brownian motion> $R=x+W$, stopped at $T=t\wedge\tau_{(a,b)}$ with $0<a<x<b$, this expression is the <Radon-Nikodym derivative> of the stopped <Bessel process> law of dimension $\delta$. The bounded stopped drift verifies the <Novikov condition>. The comparison laws must have the same initial value and the same stopping rule.
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