Documentation
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sp_grant_login_to_proxy (Transact-SQL) - SQL Server
sp_grant_login_to_proxy grants a security principal access to a proxy.
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Create a SQL Server Agent Proxy
Create a SQL Server Agent Proxy using SQL Server Management Studio, or in Transact-SQL.
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sp_changedbowner (Transact-SQL) - SQL Server
sp_changedbowner changes the owner of the current database.