  We consider Volterra Gaussian processes on [0,T], where T>0 is a fixed time
horizon. These are processes of type X_t=\int^t_0 z_X(t,s)dW_s, t\in[0,T],
where z_X is a square-integrable kernel, and W is a standard Brownian motion.
An example is fractional Brownian motion. By using classical techniques from
operator theory, we derive measure-preserving transformations of X, and their
inherently related bridges of X. As a closely connected result, we obtain a
Fourier-Laguerre series expansion for the first Wiener chaos of a Gaussian
martingale over [0,\infty).
