A parallel between Brownian bridges and Gamma bridges
Emery, Michel ; Yor, Marc
HAL, hal-00084303 / Harvested from HAL
Text on HAL
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.
Publié le : 2004-07-05
Classification:  60G51, 60J65, 60J75,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00084303,
     author = {Emery, Michel and Yor, Marc},
     title = {A parallel between Brownian bridges and Gamma bridges},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00084303}
}

Emery, Michel; Yor, Marc. A parallel between Brownian bridges and Gamma bridges. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00084303/