Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
A diffusion-based generative model for financial time series via geometric Brownian motion
As of 9 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2507.19003.
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 2026-08-09T06:31:02.800959+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-01T13:15:19.181186Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-05-20T03:23:00.955071Z
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 e0bc2162-b5f7-4605-b079-3af471d21f3a · inbound
Tweedie's Formulae and Diffusion Generative Models Beyond Gaussian cites this paper.
Tweedie's Formulae and Diffusion Generative Models Beyond Gaussian A diffusion-based generative model for financial time series via geometric Brownian motion
Reference 38
- Resolution
- verified exact
- arxiv_id, observed 2026-05-20T03:23:00.958744Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.
Observation 88456a78-4b9d-4272-9314-80c892cbb1de · inbound
Denoising Subordinated Probabilistic Models: Diffusion with a Tempered-Stable Volatility Clock, and What the Noise Mechanism Actually Controls cites this paper.
Denoising Subordinated Probabilistic Models: Diffusion with a Tempered-Stable Volatility Clock, and What the Noise Mechanism Actually Controls A diffusion-based generative model for financial time series via geometric Brownian motion
Reference 17
- Resolution
- unresolved
- no resolver link, observed 2026-08-01T13:15:19.181186Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.