Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Some limiting laws associated with the integrated Brownian motion   We study some limit theorems for the normalized law of integrated Brownian
motion perturbed by several examples of functionals: the first passage time,
the nth passage time, the last passage time up to a finite horizon and the
supremum. We show that the penalization principle holds in all these cases and
give descriptions of the conditioned processes. In particular, it is remarkable
that the penalization by the nth passage time is independent of n, and always
gives the same conditioned process, i.e. integrated Brownian motion conditioned
not to hit 0. Our results rely on some explicit formulae obtained by Lachal and
on enlargement of filtrations.

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The categories of this paper are: dg-ga
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The categories of this paper are: eess
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The categories of this paper are: q-fin
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The categories of this paper are: atom-ph
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The categories of this paper are: hep-ex
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The categories of this paper are: hep-th
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The categories of this paper are: cmp-lg
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The categories of this paper are: quant-ph
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The categories of this paper are: alg-geom
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The categories of this paper are: patt-sol
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The categories of this paper are: chem-ph
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The categories of this paper are: q-bio
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The categories of this paper are: astro-ph
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The categories of this paper are: supr-con
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The categories of this paper are: nucl-ex
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The categories of this paper are: nucl-th