P. Biane, J. Gall, and M. Yor, Un processus qui ressemble au pont Brownien, Séminaire de Probabilités XXI, pp.270-275, 1987.
DOI : 10.1112/plms/s3-28.4.738

URL : http://archive.numdam.org/article/SPS_1987__21__270_0.pdf

P. Biane and M. Yor, Quelques précisions sur le méandre brownien, Bulletin des sciences mathématiques, vol.112, issue.1, pp.101-109, 1988.

R. Elie, M. Rosenbaum, and M. Yor, On the expectation of normalized Brownian functionals up to first hitting times, Electronic Journal of Probability, vol.19, issue.0, 2013.
DOI : 10.1214/EJP.v19-3049

URL : https://hal.archives-ouvertes.fr/hal-00869298

J. P. Imhof, Density factorizations for Brownian motion, meander and the threedimensional bessel process, and applications, Journal of Applied Probability, pp.500-510, 1984.

T. Jeulin, Semimartingales et grossissement d'une filtration, L.N. in Maths. 833, 1980.
DOI : 10.1007/bfb0093539

J. W. Pitman, Brownian Motion, Bridge, Excursion, and Meander Characterized by Sampling at Independent Uniform Times, Electronic Journal of Probability, vol.4, issue.0, pp.1-33, 1999.
DOI : 10.1214/EJP.v4-48

D. Revuz and M. Yor, Continuous martingales and Brownian motion, 1999.

M. Rosenbaum and M. Yor, On the Law of a Triplet Associated with the Pseudo-Brownian Bridge, 2013.
DOI : 10.1007/978-3-319-11970-0_14

URL : https://hal.archives-ouvertes.fr/hal-00877162

G. R. Shorack and J. A. Wellner, Empirical processes with applications to statistics, SIAM, vol.59, 2009.
DOI : 10.1137/1.9780898719017