## On the Sparre Andersen Transformation for Multidimensional Brownian Bridge

J. Math. Sci. Univ. Tokyo
Vol. 4 (1997), No. 1, Page 211--227.

Kusuoka, Shigeo ; Takaoka, Koichiro
On the Sparre Andersen Transformation for Multidimensional Brownian Bridge
A family of law-preserving path transformations of $d$-dimensional Brownian bridge (pinned Brownian motion), $d\geq1,$ is constructed. This generalizes a result of one-dimensional cases obtained first by Embrechts, Rogers and Yor. Our approach and theirs are, however, completely different from each other.