JournalsprimsVol. 40, No. 3pp. 669–688

A Parallel between Brownian Bridges and Gamma Bridges

  • Marc Yor

    Université Paris VI, France

  • Michel Émery

    Université de Strasbourg, France
A Parallel between Brownian Bridges and Gamma Bridges cover
Download PDF

Abstract

Some properties of the Gamma bridges (obtained by conditioning the Gamma subordinator to take a given value at a given time) are investigated; similarities with the Brownian bridges are emphasized.

Cite this article

Marc Yor, Michel Émery, A Parallel between Brownian Bridges and Gamma Bridges. Publ. Res. Inst. Math. Sci. 40 (2004), no. 3, pp. 669–688

DOI 10.2977/PRIMS/1145475488