{"as_of":"2026-08-16T23:50:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:349726088db84091e0bcc35d78d0ff1b690fd089ee83f9a9ba318f3aedda3c7a","coverage":[{"denominator":0,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":1,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-16T06:30:59.297886+00:00","state":"measured"},{"denominator":1,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":1,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-14T12:38:19.954599Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"pith","source_observed_at":"2026-08-14T12:38:20.291290Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"1803.01238","last_updated":"2019-01-01T11:27:19Z","snapshot_observed_at":"2026-08-14T19:39:55.671512Z","submitted_at":"2018-03-03T20:54:25Z","title":"Dynamic risk measure for BSVIE with jumps and semimartingale issues","version":4},"cited_work":{"arxiv_id":"1803.01238","doi":null,"metadata_source":"pith","pith_arxiv_id":"1803.01238","snapshot_observed_at":"2026-08-14T12:38:20.291290Z","title":"Dynamic risk measure for BSVIE with jumps and semimartingale issues","venue":"math.OC","work_id":"b3abe201-8b32-4c1a-a5de-7c2387af0dee","year":2018},"citing_paper":{"arxiv_id":"1908.07168","last_updated":"2019-08-20T05:22:59Z","snapshot_observed_at":"2026-08-16T06:07:47.242328Z","submitted_at":"2019-08-20T05:22:59Z","title":"Extended Backward Stochastic Volterra Integral Equations, Quasilinear Parabolic Equations, and Feynman-Kac Formula","version":1},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-14T12:38:19.954599Z"},"links":{"cited_paper":"/paper/1803.01238","citing_paper":"/paper/1908.07168"},"observation_digest":"sha256:81177c18ac7d5db099f3690a825db994cf3d5af57e658fc957ab2c7bf1efb3bc","observation_id":"e7ad79cd-b9b0-4180-8446-f3201525b09e","resolution":{"observed_at":"2026-08-14T12:38:20.295811Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/1803.01238/citation-record","integrity":"/paper/1803.01238/integrity","json":"/paper/1803.01238/citation-record.json","paper":"/paper/1803.01238"},"outbound":[],"paper":{"arxiv_id":"1803.01238","last_updated":"2019-01-01T11:27:19Z","latest_version":4,"primary_category":"math.OC","snapshot_observed_at":"2026-08-14T19:39:55.671512Z","submitted_at":"2018-03-03T20:54:25Z","title":"Dynamic risk measure for BSVIE with jumps and semimartingale issues"},"reference_resolution":{"displayed":0,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":0,"verified_exact":0,"verified_fuzzy":0},"total_outbound_references":0},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"thesis":"As of 16 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:1803.01238."}