Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On penalisation results related with a remarkable class of
  submartingales   Is this paper we study penalisations of diffusions satisfying some technical
conditions, generalizing a result obtained by Najnudel, Roynette and Yor. If
one of these diffusions has probability distribution $\mathbb{P}$, then our
result can be described as follows: for a large class of families of
probability measures $(\mathbb{Q}_t)_{t \geq 0}$, each of them being absolutely
continuous with respect to $\mathbb{P}$, there exists a probability
$\mathbb{Q}_{\infty}$ such that for all events $\Lambda$ depending only on the
canonical trajectory up to a fixed time, $\mathbb{Q}_t (\Lambda)$ tends to
$\mathbb{Q}_{\infty} (\Lambda)$ when $t$ goes to infinity. In the cases we
study here, the limit measure $\mathbb{Q}_{\infty}$ is absolutely continous
with respect to a sigma-finite measure $\mathcal{Q}$, which does not depend on
the choice of the family of probabilities $(\mathbb{Q}_t)_{t \geq 0}$, but only
on $\mathbb{P}$. The relation between $\mathbb{P}$ and $\mathcal{Q}$ is
obtained in a very general framework by the authors of this paper.

31
The categories of this paper are: ao-sci
34
The categories of this paper are: chem-ph
5
The categories of this paper are: gr-qc
14
The categories of this paper are: math-ph
28
The categories of this paper are: alg-geom
4
The categories of this paper are: cond-mat
9
The categories of this paper are: nlin
7
The categories of this paper are: hep-th
30
The categories of this paper are: q-alg
10
The categories of this paper are: q-bio
19
The categories of this paper are: eess
37
The categories of this paper are: supr-con
26
The categories of this paper are: bayes-an
29
The categories of this paper are: funct-an
24
The categories of this paper are: dg-ga
12
The categories of this paper are: nucl-th