  We introduce a new class of stochastic processes called fractional
Wiener-Weierstrass bridges. They arise by applying the convolution from the
construction of the classical, fractal Weierstrass functions to an underlying
fractional Brownian bridge. By analyzing the $p$-th variation of the fractional
Wiener-Weierstrass bridge along the sequence of $b$-adic partitions, we
identify two regimes in which the processes exhibit distinct sample path
properties. We also analyze the critical case between those two regimes for
Wiener-Weierstrass bridges that are based on standard Brownian bridge. We
furthermore prove that fractional Wiener-Weierstrass bridges are never
semimartingales, and we show that their covariance functions are typically
fractal functions. Some of our results are extended to Weierstrass bridges
based on bridges derived from a general continuous Gaussian martingale.
