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Mobile agent technology presents an attractive alternative to the client-server paradigm for several network and real-time applications. However, for most applications, the lack of a viable agent security model has limited the adoption of the agent paradigm. This paper describes how the security infrastructure for computational Grids using X.509 Proxy Certificates can be extended to facilitate security for mobile agents. Proxy Certificates serve as credentials for Grid applications, and their primary purpose is the temporary delegation of authority. We are exploiting the similarities between Grid applications and mobile agent applications, and motivate the use of Proxy Certificates as credentials for mobile agents. Further, we propose extensions for Proxy Certificates to facilitate the characteristics of mobile agent applications, and present mechanisms that achieve agent-to-host authentication, restriction of agent privileges, and secure delegation of authority during spawning of new agents.