Paper Citation Record · LEDGER

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process

As of 12 August 2026, this Paper Citation Record lists 29 of 29 outbound references and 0 inbound Pith citation observations for arXiv:2502.00788.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2502.00788 v1

Coverage vector

measured 29 of 29 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-09T17:51:36.615649Z

measured 29 of 29 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-12T06:34:41.77262+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

29 of 29 outbound references displayed

verified exact1
verified fuzzy12
unresolved16
parse uncertain0
malformed identifier0
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External citation measurements

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Outbound references

Observation 3ec12710-1c09-41d3-a207-8331f29232b9 · outbound

This paper cites Applebaum, L´ evy Processes and Stochastic Calculus, Cambr idge Univer- sity Press, 2nd Ed., 2009.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Applebaum, L´ evy Processes and Stochastic Calculus, Cambr idge Univer- sity Press, 2nd Ed., 2009

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.918986Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation ef1a8948-f9e9-4336-a43a-433494a256fb · outbound

This paper cites Bergomi, Stochastic Volatility Modeling, CRC press, 2015.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Bergomi, Stochastic Volatility Modeling, CRC press, 2015

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.909594Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation baf630a1-7f07-47be-9d0c-32cdaaec96eb · outbound

This paper cites Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-09T17:51:36.528872Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation dedec4a5-f843-4a5a-9be8-0d53a9be9976 · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 4

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.899686Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation c01ad81a-f02d-4cef-b3e9-2aa0b6f14c17 · outbound

This paper cites Coﬃe, Numerical approximation of a hybrid Poisson-jump Ait-S ahalia- type interest rate model with delay, Stoch.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Coﬃe, Numerical approximation of a hybrid Poisson-jump Ait-S ahalia- type interest rate model with delay, Stoch

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.890859Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation e404bdb8-5f2a-414b-a536-ec0f17343246 · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 6

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.880917Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 89a664e1-72a2-46de-9293-c250fd8a6471 · outbound

This paper cites Huang, Z.-W.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Huang, Z.-W

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.871723Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation c60cad58-e05d-499d-aa9c-0917e6319f2f · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 8

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.862642Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 3fbc2104-1b83-4cb3-8ef3-f27846cbca10 · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 9

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.852990Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 0594c3ca-9515-4464-9484-1fd9f944fd80 · outbound

This paper cites Janicki, A.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Janicki, A

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.843216Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 4094ffbb-e688-41b7-87dc-9035b79b65c8 · outbound

This paper cites Kabaˇ sinskas, S.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Kabaˇ sinskas, S

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.834513Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 7fb512ad-fb8d-471f-9b3f-aebee32f0db3 · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 12

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.825322Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation a103b4bc-7af9-4a13-8042-adb1e566a239 · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 13

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.815477Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation dd4bbdb8-bf0a-40e9-b6bc-8f40e8a3892e · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 14

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.805902Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 5790c5a7-8ff8-4dff-a2db-cd3d12a6fcd7 · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 15

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.796010Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 1b0edd4e-03b8-4dee-bf86-40a60b05fe14 · outbound

This paper cites A positivity preserving numerical scheme for the alpha-CEV process.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process A positivity preserving numerical scheme for the alpha-CEV process

Reference 16

Resolution: verified exact; local_arxiv, observed 2026-08-09T17:51:36.643162Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation fc74543d-3554-4686-8e5f-1b075249d012 · outbound

This paper cites Mikuleviˇ cius, F.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Mikuleviˇ cius, F

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.787067Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation fe7a572d-f686-4df1-b519-44a9842f878c · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 18

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.778208Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 49b887b6-70c4-4279-95f9-cd38bbcf39c5 · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 19

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.768703Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 8aa20407-e1c8-4a68-9ebd-6da4cefce733 · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 20

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.758324Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 8415fd9e-f848-430b-9791-37614541dcf0 · outbound

This paper cites Øksendal, A.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Øksendal, A

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.747963Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 339f8e64-2319-469a-943c-752cadc64f2e · outbound

This paper cites Samorodnitsky and M.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Samorodnitsky and M

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.738335Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 69cb8531-4f86-4f83-906a-2642be5f045a · outbound

This paper cites Sato, L´ evy Processes and Inﬁnitely Divisible Distributions, C ambridge University Press, Cambridge, 2013.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Sato, L´ evy Processes and Inﬁnitely Divisible Distributions, C ambridge University Press, Cambridge, 2013

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.727947Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation a58e20d5-4192-4a30-85b6-0f20ec4a5e48 · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 24

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.716506Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation b6fca732-24e1-4d88-9e35-b2a45d8d2e4d · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 25

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.706237Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 76153362-1af7-4d5c-b66e-bdefdc86b68a · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 26

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.696063Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation cbbeefb7-81a8-49a4-b9a6-f9c2dea4bbfa · outbound

This paper cites Willett, J.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Willett, J

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.686476Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation ff855a72-aace-4fe5-b58d-bb5443d749b2 · outbound

This paper cites Zhang, Derivative formulas and gradient estimates for SDEs driven by α-stable processes, Stochastic Process.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Zhang, Derivative formulas and gradient estimates for SDEs driven by α-stable processes, Stochastic Process

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T17:51:36.675903Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation f5a3801f-fd27-4f22-a06d-6c7d939035fc · outbound

This paper cites an unresolved cited work.

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Unresolved cited work

Reference 29

Resolution: unresolved; raw_fallback, observed 2026-08-09T17:51:36.664363Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Pith citing papers

No inbound Pith citation observations are available.