  We define a new family of multivariate stochastic processes over a finite
time horizon that we call Generalised Liouville Processes (GLPs). GLPs are
Markov processes constructed by splitting L\'evy random bridges into
non-overlapping subprocesses via time changes. We show that the terminal values
and the increments of GLPs have generalised multivariate Liouville
distributions, justifying their name. We provide various other properties of
GLPs and some examples.
