Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations
As of 19 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:1810.10149.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-19T06:32:44.657259+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-14T12:38:20.175153Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-05-25T16:11:00.584897Z
Reference resolution
0 of 0 outbound references displayed
- verified exact0
- verified fuzzy0
- unresolved0
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
No outbound reference observations are available for this paper version.
Pith citing papers
Observation 164c4b2a-b9ff-4403-bf33-d002cb66637e · inbound
Backward doubly stochastic Volterra integral equations and applications to optimal control problems cites this paper.
Backward doubly stochastic Volterra integral equations and applications to optimal control problems Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations
Reference 30
- Resolution
- verified exact
- arxiv_id, observed 2026-05-25T16:11:00.588902Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation e809a179-b518-4a0a-8f81-c46817dab7c4 · inbound
Extended Backward Stochastic Volterra Integral Equations, Quasilinear Parabolic Equations, and Feynman-Kac Formula cites this paper.
Extended Backward Stochastic Volterra Integral Equations, Quasilinear Parabolic Equations, and Feynman-Kac Formula Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations
Reference 28
- Resolution
- unresolved
- no resolver link, observed 2026-08-14T12:38:20.175153Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 58e931cc-9a87-440f-bd7c-0a1e19681097 · inbound
New approach to optimal control of delayed stochastic Volterra integral equations cites this paper.
New approach to optimal control of delayed stochastic Volterra integral equations Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations
Reference 23
- Resolution
- verified exact
- arxiv_id, observed 2026-05-15T00:48:24.682024Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.