caa a22 4500 386384991 CHVBK 20180307112055.0 cr unu---uuuuu 161130e198909 xx s 000 0 eng 10.1017/S0305004100078154 doi S0305004100078154 pii (NATIONALLICENCE)cambridge-10.1017/S0305004100078154 Cutland Nigel Department of Pure Mathematics, University of Hull, Hull HU6 7RX, England The Brownian bridge as a flat integral [Elektronische Daten] [Nigel Cutland] The family of Brownian bridge processes (ba)a∈R has a number of characterizations, the most fundamental being that ba: [0,1] → ℝ is Brownian motion conditioned to be at the point a at time 1. Equivalently, ba is a continuous process whose law Wa is that of Wiener measure conditioned on the set of paths with x1 = a. These ideas are not so easy to make precise, so that more down to earth and workable characterizations of the Brownian bridge such as the following are often used in practice (see [6] for example) Copyright © Cambridge Philosophical Society 1989 Mathematical Proceedings of the Cambridge Philosophical Society Cambridge University Press 106/2(1989-09), 343-354 0305-0041 106:2<343 1989 106 PSP https://doi.org/10.1017/S0305004100078154 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1017/S0305004100078154 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Cutland Nigel Department of Pure Mathematics, University of Hull, Hull HU6 7RX, England NATIONALLICENCE 773 0- Mathematical Proceedings of the Cambridge Philosophical Society Cambridge University Press 106/2(1989-09), 343-354 0305-0041 106:2<343 1989 106 PSP CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge