{"as_of":"2026-08-11T04:31:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:47b3e29a0ca1afe27487160e25753e710ad7aacf3b1a2d9e5dd7f46a69ec97ac","coverage":[{"denominator":24,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":24,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-01T10:08:15.874916Z","state":"measured"},{"denominator":24,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":24,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-10T06:31:04.303077+00:00","state":"measured"},{"denominator":0,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"cited_works","source_observed_at":null,"state":"measured"}],"external_citation_measurements":[],"inbound":[],"links":{"evidence":"/evidence","html":"/paper/2607.20373/citation-record","integrity":"/paper/2607.20373/integrity","json":"/paper/2607.20373/citation-record.json","paper":"/paper/2607.20373"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:13.200498Z","title":"Aldous,Using prediction market data to illustrate undergraduate probability, Amer","venue":null,"work_id":null,"year":2013},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:13.200498Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:8842ae2d1a2accaf892aa1f93bdd23aeb52b499ee82ecf26f5d7bc265395081d","observation_id":"84ccbf9c-b0bd-4b9e-9385-8f7400d37e53","resolution":{"observed_at":"2026-08-01T10:08:13.200498Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:13.264039Z","title":"2, 933–985","venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:13.264039Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:579b9a6031fbc7f114e429697c28ef44b07947de5987e80db0e02ffe5a459471","observation_id":"f88a9354-9998-41eb-9c18-bef57e760d13","resolution":{"observed_at":"2026-08-01T10:08:13.264039Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:13.417115Z","title":null,"venue":null,"work_id":null,"year":2026},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:13.417115Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:369c96d282d57cf01f684b50cd0477ce05244f3060e3caa54e3133eb9f374d43","observation_id":"b7d854ec-401e-4802-b5f7-630849e3f980","resolution":{"observed_at":"2026-08-01T10:08:13.417115Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:13.510264Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:13.510264Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:5d15e2b837fe1a9d3c3d030c74aa0de5b06522e4e10477a77d0ded27e6ad3ae1","observation_id":"f273fc5d-6ceb-4368-8ccb-5cc66d1b3fea","resolution":{"observed_at":"2026-08-01T10:08:13.510264Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:13.589749Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:13.589749Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:3bc585dd926b20d65238fa95c054e46c9256b27eec850381adb3ac35641782da","observation_id":"89df2a5e-5a4b-4c24-9f95-2d81721caebe","resolution":{"observed_at":"2026-08-01T10:08:13.589749Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:13.674636Z","title":null,"venue":null,"work_id":null,"year":2026},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:13.674636Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:e2e5e233e2d87ec81faa898a49e4efff50e326cfc7b0efcd6df8bb8900d9dc47","observation_id":"9b5dd3cc-f2f6-4f94-9e02-fedf4652d4c7","resolution":{"observed_at":"2026-08-01T10:08:13.674636Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:13.794000Z","title":"60, Springer, New York, 2009","venue":null,"work_id":null,"year":2009},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:13.794000Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:0fded1f9194cd77a9158587949350ce34a23547ada39d702b24c97cb3531797a","observation_id":"f39e1cd7-bcb8-4cda-b815-69808071384d","resolution":{"observed_at":"2026-08-01T10:08:13.794000Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:13.909537Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:13.909537Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:38786d34957f1f8c8596632806ed4bd317ed47d3130700abc62ac2685c3bbdf8","observation_id":"8c640a7f-701b-4f13-8fd0-904b7a03b777","resolution":{"observed_at":"2026-08-01T10:08:13.909537Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2607.12365","last_updated":"2026-08-05T10:31:28Z","snapshot_observed_at":"2026-08-08T23:10:27.696391Z","submitted_at":"2026-07-14T05:41:01Z","title":"On the boundaries, asymptotic law and Bernoulli-Doob representation of homogeneous bounded martingales","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2607.12365","snapshot_observed_at":"2026-08-01T10:08:14.070645Z","title":null,"venue":null,"work_id":null,"year":2026},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:14.070645Z"},"links":{"cited_paper":"/paper/2607.12365","citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:ee0459a53558f8d29ba390e3e237812f5676c8b57849b6e3bf37289b936a3ac9","observation_id":"8dc1f2dd-74d4-4b58-a1b6-a38bd7d05067","resolution":{"observed_at":"2026-08-01T10:08:14.070645Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:14.161728Z","title":"Caffarelli and Avner Friedman,Sequential testing of several simple hypotheses for a diffusion process and the corresponding free boundary problem, Pacific J","venue":null,"work_id":null,"year":1981},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:14.161728Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:7b515bc7fcf539d8460e7e17b4621f2bb714095c5ae6d629d84e63d8e85314a1","observation_id":"7b4f2d00-e93b-4607-a425-04129a733f83","resolution":{"observed_at":"2026-08-01T10:08:14.161728Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2501.11314","last_updated":"2025-01-20T07:39:14Z","snapshot_observed_at":"2026-08-10T18:22:22.734956Z","submitted_at":"2025-01-20T07:39:14Z","title":"A Bayesian sequential soft classification problem for a Brownian motion's drift","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2501.11314","snapshot_observed_at":"2026-08-01T10:08:14.287961Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:14.287961Z"},"links":{"cited_paper":"/paper/2501.11314","citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:33d944cd943da2b6428cbb89fbec447e0c3e162ebb21852969b332a407cac0af","observation_id":"ca305dcf-25ac-4103-a941-bc345ed22d12","resolution":{"observed_at":"2026-08-01T10:08:14.287961Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:14.405528Z","title":"5, 789–806","venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:14.405528Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:e71db3bb83995ea317a3ee828dba293197aabc5305587cb3bf598d43f3855c42","observation_id":"b198cd03-fcf4-4294-b029-6dea540340d9","resolution":{"observed_at":"2026-08-01T10:08:14.405528Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:14.528612Z","title":"1, 215–260","venue":null,"work_id":null,"year":2015},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:14.528612Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:8d17407c8fb5b6bf07cf4ff2a9899a8b19b18a3c644f059caea05019f5810071","observation_id":"ab9e0136-c163-410f-8d5c-0bef054db2f6","resolution":{"observed_at":"2026-08-01T10:08:14.528612Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:14.653745Z","title":"224, Universit¨ at Bonn, Mathematisches Institut, Bonn, 1991, Dissertation, Rheinische Friedrich-Wilhelms-Universit¨ at Bonn, Bonn, 1991","venue":null,"work_id":null,"year":1991},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:14.653745Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:c14fb4accc23fe5f63117db054e15bf42bd418d0d383c49ec5f4eb78195507aa","observation_id":"70e4ba15-4324-4833-8c7a-88a3114c0820","resolution":{"observed_at":"2026-08-01T10:08:14.653745Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:14.830374Z","title":null,"venue":null,"work_id":null,"year":2004},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:14.830374Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:9184810461b83a9810d5643db8d523963f6bd3d2e4d8e8d047ef8e8da3650e06","observation_id":"3bcf4228-5753-4432-b748-95a1f2797ae3","resolution":{"observed_at":"2026-08-01T10:08:14.830374Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:14.929378Z","title":"Gapeev and Albert N","venue":null,"work_id":null,"year":2011},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:14.929378Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:71e4b1b29bde801a5ee9dfdfa8e20e2427ccbdeadbd2e1f5dbdb5ad60ab03238","observation_id":"131bf8ec-1ae2-4889-8e2d-6fbe44780e7a","resolution":{"observed_at":"2026-08-01T10:08:14.929378Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:14.999493Z","title":"Howison, Dylan Possama ¨ ı, and Christoph Reisinger,Randomness and early termination: what makes a game exciting?, Probab","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:14.999493Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:4e44ed00e6f3f54b18d2b9eb65981daf03ae4fc0ff0e8bcc44c1793ea3f2f840","observation_id":"0dd4b6ca-5ca5-46e7-8e23-d7f5ee23c2ae","resolution":{"observed_at":"2026-08-01T10:08:14.999493Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:15.164747Z","title":"Finance28(2018), no","venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:15.164747Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:d744fb810375b4d5cb02c70b97c010372f3c034362d5d0e9fbf7e6fdd66fbbca","observation_id":"a831b994-cb0d-441d-b6cf-2232dfb0424c","resolution":{"observed_at":"2026-08-01T10:08:15.164747Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:15.299107Z","title":"Shreve,Brownian motion and stochastic calculus, second ed., Graduate Texts in Mathematics, vol","venue":null,"work_id":null,"year":1991},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:15.299107Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:9e09cc64fd8f3d825bd84a1184d9066c4f32299ee1a5e7b0bc4d7472f83f1165","observation_id":"6275e0fd-ac43-451f-87a8-531514662b21","resolution":{"observed_at":"2026-08-01T10:08:15.299107Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:15.424867Z","title":"Liptser and Albert N","venue":null,"work_id":null,"year":2001},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":20,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:15.424867Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:24715b3aa68dfaa6c1ce2c1b4fbfd7d5690487c704a129d66c592145a9f67422","observation_id":"4907fd7f-ec87-4ce1-a444-d4fa383b0266","resolution":{"observed_at":"2026-08-01T10:08:15.424867Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:15.534821Z","title":null,"venue":null,"work_id":null,"year":2000},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":21,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:15.534821Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:53277c3e3dd0bd9f00484e7ad8141b0747957508141a805b9462960bc9b56002","observation_id":"8bde4f3c-b9db-4b3d-98a9-2fa4c8533801","resolution":{"observed_at":"2026-08-01T10:08:15.534821Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:15.634741Z","title":null,"venue":null,"work_id":null,"year":1967},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":22,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:15.634741Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:8dee7b1338743001995f287ff98f0d5738d9de8b8e247124099060233e6ab0a0","observation_id":"8a7a11b4-2e66-444a-8462-4c54ddbb42c9","resolution":{"observed_at":"2026-08-01T10:08:15.634741Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:15.822329Z","title":"MR 20764","venue":null,"work_id":null,"year":1947},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":23,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:15.822329Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:d457db58e0db2d8a48ba5e6b5b5132d3cffa343644781fc5104c8f80da4ec56e","observation_id":"07b66b24-edde-4913-9ed8-44ff518ab822","resolution":{"observed_at":"2026-08-01T10:08:15.822329Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-01T10:08:15.874916Z","title":null,"venue":null,"work_id":null,"year":1965},"citing_paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference","version":1},"reference_index":24,"source":"pdf_text","source_observed_at":"2026-08-01T10:08:15.874916Z"},"links":{"citing_paper":"/paper/2607.20373"},"observation_digest":"sha256:36cf07b8df1d56f0daa8bad025bb64e0101d21cf2eaea0793608197d881493e5","observation_id":"e3a180f1-9ddf-4f6b-b2e2-839b51c76b80","resolution":{"observed_at":"2026-08-01T10:08:15.874916Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"paper":{"arxiv_id":"2607.20373","last_updated":"2026-07-22T17:02:57Z","latest_version":1,"primary_category":"math.PR","snapshot_observed_at":"2026-08-09T22:47:00.027060Z","submitted_at":"2026-07-22T17:02:57Z","title":"Embedding martingale diffusions as binary posteriors in sequential inference"},"reference_resolution":{"displayed":24,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":24,"verified_exact":0,"verified_fuzzy":0},"total_outbound_references":24},"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":"2026-08-10T06:31:04.303077+00:00","source":"crossref"},{"observed_at":"2026-08-10T06:30:57.382061+00:00","source":"retraction_watch"}],"thesis":"As of 11 August 2026, this Paper Citation Record lists 24 of 24 outbound references and 0 inbound Pith citation observations for arXiv:2607.20373."}