Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-05T11:46:33.399563Z
Paper Citation Record · LEDGER
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.
Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-05T11:46:33.399563Z
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-12T06:34:41.77262+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
41 of 41 outbound references displayed
External citation measurements
No source-named external measurement is stored.
Observation 764646f2-274e-443b-84b1-9135028ec071 · outbound
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
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 fc8fb08e-50d7-4e41-a569-8becbbd8a2bf · outbound
Reference 2
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 0701afde-8dc8-4c04-95b3-3b8addb802d2 · outbound
Reference 3
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 6f8ef8cd-5450-4bc4-84bb-b3afab83e984 · outbound
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
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 f0d966fe-56f5-4a8b-987b-a234208ffcbb · outbound
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
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 9bd30778-0a1e-41c3-8408-28c6802f9109 · outbound
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
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 331dbee4-fdf1-454d-b742-9d8c16ef632a · outbound
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
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 07789a25-9557-4199-a491-d05897a33e91 · outbound
Reference 8
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 77ae76a8-ddc7-496b-a8f9-852923071ee7 · outbound
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
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 6eb23283-9951-42e5-bd11-622b3de626c8 · outbound
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
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 8b4c1ce0-4fec-40a7-9378-8b9dbf9e4afa · outbound
Reference 11
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 dc29cb15-c504-4397-824c-f03493e5a9c2 · outbound
Reference 12
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 b1983c0a-e9a6-41d9-acb2-541f6d02e2c6 · outbound
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
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 7589716e-f441-4f17-ae01-81cb017a9c4b · outbound
Reference 14
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 96f7cad3-7c37-4431-a4d4-d644135cba25 · outbound
Reference 15
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 ea0fa5b7-52ea-47d4-8947-62a9df3409d0 · outbound
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
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 f568bba5-46f9-4a92-9797-c5e9105097f3 · outbound
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
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 aad354f7-1f4e-4601-aec9-6558b18cfcff · outbound
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
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 0f7616b6-7b4b-4484-ba3c-b85399422d5f · outbound
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
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 cd1b15aa-3794-404d-9b29-a6560e86b5cc · outbound
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
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 d7e806d1-7ac8-4f15-8feb-b498acf077dd · outbound
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
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 d06b812c-fc5e-4f8c-acab-f6bff137c3f3 · outbound
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
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 e6e7d4c2-8599-4baf-978c-da5141940db4 · outbound
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
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 ce65f0a9-338f-4a2a-a333-7b8facf2f396 · outbound
Reference 24
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 11a13b56-43fd-4c67-a761-c9e2f5b27345 · outbound
Reference 25
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 c102f450-6602-4157-b333-378a8415c80e · outbound
Reference 26
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 43de326d-90eb-439a-b8d4-dcbd885236e4 · outbound
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
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 e99b4bc0-ff0b-4f12-b7f0-1b56076d60fb · outbound
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
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 cdfe6ba5-13f2-4487-89be-c6933ec570eb · outbound
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
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 c63a3a4d-2e3c-4ae1-9053-54bac7f8c15e · outbound
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
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 613b4acd-50b1-414d-8e82-607365ea9f63 · outbound
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 Marshall and Ingram Olkin
Reference 31
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 3998ca88-f331-46a8-bbd3-634dedb167ff · outbound
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
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 7ba2433a-477d-49d8-a85e-0f9cd921d70f · outbound
Reference 33
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 e98be8d8-cf7e-414e-8213-1c0080056ed7 · outbound
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
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 82f5e717-fdd9-47c8-ad6c-cb4de8d33fb3 · outbound
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
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 4f4c3015-9a24-40db-80f5-bc71d5098a75 · outbound
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
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 1c82524c-775e-4b6a-a14a-fab368c37390 · outbound
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
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 ba118f9d-8eaf-47fe-8999-56b5b7b01580 · outbound
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
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 9caedfba-2d78-43d3-917b-acdeeae6bbc2 · outbound
Reference 39
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 ef2ef5e4-bac3-4a6c-98c4-43ec007aaf54 · outbound
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
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 29daacad-0f83-40fd-97a4-7f6cd4305fc1 · outbound
Reference 2015
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.
No inbound Pith citation observations are available.