  We study sample path deviations of the Wiener process from three different
representations of its bridge: anticipative version, integral representation
and space-time transform. Although these representations of the Wiener bridge
are equal in law, their sample path behavior is quite different. Our results
nicely demonstrate this fact. We calculate and compare the expected absolute,
quadratic and conditional quadratic path deviations of the different
representations of the Wiener bridge from the original Wiener process. It is
further shown that the presented qualitative behavior of sample path deviations
is not restricted only to the Wiener process and its bridges. Sample path
deviations of the Ornstein-Uhlenbeck process from its bridge versions are also
considered and we give some quantitative answers also in this case.
