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Paper Citation Record · LEDGER

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS

As of 12 August 2026, this Paper Citation Record lists 41 of 41 outbound references and 0 inbound Pith citation observations for arXiv:2509.02347.

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

pith.paper-citation-record.v1
2509.02347 v2

Coverage vector

measured 41 of 41 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-05T11:46:33.399563Z

measured 41 of 41 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

41 of 41 outbound references displayed

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External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 764646f2-274e-443b-84b1-9135028ec071 · outbound

This paper cites Persistence Probabilities and Exponents.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Persistence Probabilities and Exponents

Reference 1

Resolution
verified fuzzy
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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.

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Reference 2

Resolution
verified fuzzy
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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.

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Reference 3

Resolution
verified fuzzy
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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.

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Observation 6f8ef8cd-5450-4bc4-84bb-b3afab83e984 · outbound

This paper cites Interest rate models: theory and practice: with smile, inflation, and credit.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Interest rate models: theory and practice: with smile, inflation, and credit

Reference 4

Resolution
verified fuzzy
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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.

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Observation f0d966fe-56f5-4a8b-987b-a234208ffcbb · outbound

This paper cites First Passage Time Distribution of a Two- Dimensional Wiener Process with Drift.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS First Passage Time Distribution of a Two- Dimensional Wiener Process with Drift

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.867083Z

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.

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Observation 9bd30778-0a1e-41c3-8408-28c6802f9109 · outbound

This paper cites A Simple Exponential Model for Dependent Defaults.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS A Simple Exponential Model for Dependent Defaults

Reference 6

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.854782Z

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.

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Observation 331dbee4-fdf1-454d-b742-9d8c16ef632a · outbound

This paper cites Monte Carlo methods in financial engineering.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Monte Carlo methods in financial engineering

Reference 7

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.842812Z

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.

source=pdf_text observed=2026-08-05T11:46:31.111165Z digest=sha256:0d5a39f865e145b875e1212ec0e9fff27b5ddeb58dd00a1445851f31cbc2bc1e

Reference 8

Resolution
unresolved
raw_fallback, observed 2026-08-05T11:46:33.831184Z

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.

source=pdf_text observed=2026-08-05T11:46:31.190608Z digest=sha256:0a14ab7bfeb3d9bb7f78adac56ec104ce4db7a753c9e23f47c04cd4c393eeea7

Observation 77ae76a8-ddc7-496b-a8f9-852923071ee7 · outbound

This paper cites Dependent Default Modeling through Multi- variate Generalized Cox Processes, 2025.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Dependent Default Modeling through Multi- variate Generalized Cox Processes, 2025

Reference 9

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.818831Z

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.

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Observation 6eb23283-9951-42e5-bd11-622b3de626c8 · outbound

This paper cites Mean-field limit of particle systems with absorp- tion, 2023.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Mean-field limit of particle systems with absorp- tion, 2023

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.807137Z

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.

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Reference 11

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.795577Z

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.

source=pdf_text observed=2026-08-05T11:46:31.577115Z digest=sha256:5c306076dd56f7340540373c3575afb8284c391f96b520023c167715af784951

Reference 12

Resolution
unresolved
raw_fallback, observed 2026-08-05T11:46:33.783564Z

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.

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Observation b1983c0a-e9a6-41d9-acb2-541f6d02e2c6 · outbound

This paper cites Valuation of a CDO and an n -th to Default CDS Without Monte Carlo Simulation.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Valuation of a CDO and an n -th to Default CDS Without Monte Carlo Simulation

Reference 13

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.771598Z

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.

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Reference 14

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.758983Z

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.

source=pdf_text observed=2026-08-05T11:46:31.917635Z digest=sha256:cfd4077378ea059aa495ddcf7efad6b47c4bc563dcff024d007d61699b0f265b

Reference 15

Resolution
unresolved
raw_fallback, observed 2026-08-05T11:46:33.746383Z

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.

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Observation ea0fa5b7-52ea-47d4-8947-62a9df3409d0 · outbound

This paper cites Analysis of sports data by using bivariate Poisson models.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Analysis of sports data by using bivariate Poisson models

Reference 16

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.734627Z

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.

source=pdf_text observed=2026-08-05T11:46:32.119675Z digest=sha256:6e1ecf9a8212b12c2ac1a0efc2a6c974aca88d4c2110542c79f308b7b39e9da0

Observation f568bba5-46f9-4a92-9797-c5e9105097f3 · outbound

This paper cites The structure of trivariate Poisson distribution.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS The structure of trivariate Poisson distribution

Reference 17

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.722165Z

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.

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Observation aad354f7-1f4e-4601-aec9-6558b18cfcff · outbound

This paper cites The structure of multivariate Poisson distribution.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS The structure of multivariate Poisson distribution

Reference 18

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.709265Z

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.

source=pdf_text observed=2026-08-05T11:46:32.307683Z digest=sha256:e2d8beb2eaa2cfbfdb540bd9ca7f8ac7d96f5602498b7281917b831f0fc7acc3

Observation 0f7616b6-7b4b-4484-ba3c-b85399422d5f · outbound

This paper cites Kloeden and Eckhard Platen.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Kloeden and Eckhard Platen

Reference 19

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.696150Z

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.

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Observation cd1b15aa-3794-404d-9b29-a6560e86b5cc · outbound

This paper cites First-passage times of two-dimensional Brownian motion.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS First-passage times of two-dimensional Brownian motion

Reference 20

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.683831Z

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.

source=pdf_text observed=2026-08-05T11:46:32.444250Z digest=sha256:d705ee6eff46e8618e4f4311ce01515327f35f6c45edd27561bff42258ab340d

Observation d7e806d1-7ac8-4f15-8feb-b498acf077dd · outbound

This paper cites The First Exit Time Statistics and the Entropic Forces in Single File Diffusion, 2022.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS The First Exit Time Statistics and the Entropic Forces in Single File Diffusion, 2022

Reference 21

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.670778Z

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.

source=pdf_text observed=2026-08-05T11:46:32.546270Z digest=sha256:68dedcd18edd2fee83603295dbc92379a8deba2293fbac367afe66e05e3dff9e

Observation d06b812c-fc5e-4f8c-acab-f6bff137c3f3 · outbound

This paper cites BetheSF: Efficient computation of the exact tagged- particle propagator in single-file systems via the Bethe eigenspectrum.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS BetheSF: Efficient computation of the exact tagged- particle propagator in single-file systems via the Bethe eigenspectrum

Reference 22

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.657781Z

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.

source=pdf_text observed=2026-08-05T11:46:32.653321Z digest=sha256:82022cd2740338dfa48868983533f27778e412feddc6fe33ac688157b964adb6

Observation e6e7d4c2-8599-4baf-978c-da5141940db4 · outbound

This paper cites Basket default swaps, CDOs and factor copulas.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Basket default swaps, CDOs and factor copulas

Reference 23

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.645226Z

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.

source=pdf_text observed=2026-08-05T11:46:32.772747Z digest=sha256:759cef2291d9fe8e3c683852585e6aa7b22eeb0d806f34a3879bf8696aa841d2

Reference 24

Resolution
unresolved
raw_fallback, observed 2026-08-05T11:46:33.632908Z

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.

source=pdf_text observed=2026-08-05T11:46:32.896858Z digest=sha256:e8134c5fe6c4b4c0efe6650051e158dfbbba21e4b5bfa95f049fe162016b872f

Reference 25

Resolution
unresolved
raw_fallback, observed 2026-08-05T11:46:33.620527Z

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.

source=pdf_text observed=2026-08-05T11:46:33.033182Z digest=sha256:087d16cd4feb7d16d81d091d8a8fac0807ea6ffe98941eed979618d47c463109

Reference 26

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.608649Z

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.

source=pdf_text observed=2026-08-05T11:46:33.189557Z digest=sha256:76addf5ecaa0828e0ddcc48c1071ca5655a190826991d6c6ff6ed2ff4ea5d1bd

Observation 43de326d-90eb-439a-b8d4-dcbd885236e4 · outbound

This paper cites Active Brownian particles escaping a channel in single file.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Active Brownian particles escaping a channel in single file

Reference 27

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.597670Z

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.

source=pdf_text observed=2026-08-05T11:46:33.351657Z digest=sha256:660e68e9f76234abbd8aaffc4cfaa6fc3727fadccfc13ed7382ae486a1b109c3

Observation e99b4bc0-ff0b-4f12-b7f0-1b56076d60fb · outbound

This paper cites Single-File Escape of Colloidal Particles from Microfluidic Channels.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Single-File Escape of Colloidal Particles from Microfluidic Channels

Reference 28

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.585619Z

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.

source=pdf_text observed=2026-08-05T11:46:33.356032Z digest=sha256:1f930dba2619398781f29e5d2d2f879367d7e8012fbc0108f0e62e5724266cb0

Observation cdfe6ba5-13f2-4487-89be-c6933ec570eb · outbound

This paper cites Credit and basket default swaps.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Credit and basket default swaps

Reference 29

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.573838Z

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.

source=pdf_text observed=2026-08-05T11:46:33.360390Z digest=sha256:652d939b0c5aa8ee809ca09c778eaa259cf46e368a1a5d5be127c4cf008fb618

Observation c63a3a4d-2e3c-4ae1-9053-54bac7f8c15e · outbound

This paper cites Majumdar, Arnab Pal, and Gr´ egory Schehr.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Majumdar, Arnab Pal, and Gr´ egory Schehr

Reference 30

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.561762Z

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.

source=pdf_text observed=2026-08-05T11:46:33.363875Z digest=sha256:94a2d66b374a30fe9388633a8da7a696e37de48b35f7cd5005c5b3f4cf5d3b5b

Reference 31

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.549308Z

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.

source=pdf_text observed=2026-08-05T11:46:33.367431Z digest=sha256:cce887d1ff3e6d44291e307d65c039e07a49733b35f6e32644b921c2b93df95a

Observation 3998ca88-f331-46a8-bbd3-634dedb167ff · outbound

This paper cites Semi-Analytical Valuation of Basket Credit Derivatives in Intensity- Based Models.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Semi-Analytical Valuation of Basket Credit Derivatives in Intensity- Based Models

Reference 32

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.537253Z

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.

source=pdf_text observed=2026-08-05T11:46:33.371022Z digest=sha256:8ee2b88ee940ca54e03379520d164b34f17170ca956280cc05c17c45865b9ffe

Reference 33

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.525349Z

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.

source=pdf_text observed=2026-08-05T11:46:33.374502Z digest=sha256:a335a0b62b0e9e677f18a3936a9266a01305d7d9d20944b40a939c99e575eab0

Observation e98be8d8-cf7e-414e-8213-1c0080056ed7 · outbound

This paper cites Stopping times occurring simultaneously.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Stopping times occurring simultaneously

Reference 34

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.513701Z

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.

source=pdf_text observed=2026-08-05T11:46:33.377951Z digest=sha256:2271ada49b67ed7edd271dbcfdd72b538100203d005b9c6816231603661ae835

Observation 82f5e717-fdd9-47c8-ad6c-cb4de8d33fb3 · outbound

This paper cites A guide to first-passage processes.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS A guide to first-passage processes

Reference 35

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.500493Z

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.

source=pdf_text observed=2026-08-05T11:46:33.381521Z digest=sha256:81c889e302950530f9240ce66f00a55752db232a3106826ee411f12860b9e970

Observation 4f4c3015-9a24-40db-80f5-bc71d5098a75 · outbound

This paper cites Single-file diffusion in an interval: First passage properties.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Single-file diffusion in an interval: First passage properties

Reference 36

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.486495Z

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.

source=pdf_text observed=2026-08-05T11:46:33.385226Z digest=sha256:2dcec5d9f4718da89de274057606bb295e0c8763cc292c8a62ab363e14419b18

Observation 1c82524c-775e-4b6a-a14a-fab368c37390 · outbound

This paper cites Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications

Reference 37

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.473902Z

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.

source=pdf_text observed=2026-08-05T11:46:33.389105Z digest=sha256:c5c7ce710ab892877f8e60173d23514418ef4a20f7dd4dd0c54c51a2172f73f2

Observation ba118f9d-8eaf-47fe-8999-56b5b7b01580 · outbound

This paper cites First passage times of two-dimensional correlated processes: Analytical results for the Wiener process and a numerical method for diffusion processes.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS First passage times of two-dimensional correlated processes: Analytical results for the Wiener process and a numerical method for diffusion processes

Reference 38

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.461506Z

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.

source=pdf_text observed=2026-08-05T11:46:33.392668Z digest=sha256:167d1ab9c10c8b46276b54b5b154453be4f5b57c0899fc23564e1d5ac660cc6f

Reference 39

Resolution
unresolved
raw_fallback, observed 2026-08-05T11:46:33.448422Z

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.

source=pdf_text observed=2026-08-05T11:46:33.396085Z digest=sha256:2711db82c151612ac521663c05b188fec4baf2466a49d47fd7943f33df565989

Observation ef2ef5e4-bac3-4a6c-98c4-43ec007aaf54 · outbound

This paper cites An Analysis of Default Correlations and Multiple Defaults.

A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS An Analysis of Default Correlations and Multiple Defaults

Reference 40

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:46:33.435125Z

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.

source=pdf_text observed=2026-08-05T11:46:33.399563Z digest=sha256:3c9a017ad98fe82d23a80967523d14d884e1ae517d935c024901508973eced43

Reference 2015

Resolution
unresolved
raw_fallback, observed 2026-08-05T11:46:33.916275Z

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.

source=pdf_text observed=2026-08-05T11:46:30.458635Z digest=sha256:fd93ca9cc293586d113cb410caaead9f726ab3aad4c4bc9ee20639f28873fadc

Pith citing papers

No inbound Pith citation observations are available.