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. 669–688DOI 10.2977/PRIMS/1145475488