@article{ECP1044,
author = {Larbi Alili},
title = {Canonical Decompositions of Certain Generalized Brownian Bridges},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {7},
year = {2001},
keywords = {Brownian motion; Brownian bridge; Canonical decomposition;Volterra transform.},
abstract = {We define a generalized Brownian bridge and we provide some information about its filtration. Two decompositions of this process as a semi-martingale are given. The first one is a Volterra decomposition and the second one is its canonical decomposition in its own filtration.},
pages = {no. 3, 27-35},
issn = {1083-589X},
doi = {10.1214/ECP.v7-1044},
url = {http://ecp.ejpecp.org/article/view/1044}}