  We derive bridges from general multidimensional linear non time-homogeneous
processes using only the transition densities of the original process giving
their integral representations (in terms of a standard Wiener process) and
so-called anticipative representations. We derive a stochastic differential
equation satisfied by the integral representation and we prove a usual
conditioning property for general multidimensional linear process bridges. We
specialize our results for the one-dimensional case; especially, we study
one-dimensional Ornstein-Uhlenbeck bridges.
