{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2016:3P5FR4NUXJ7FZVH7B3HNN6MXNB","short_pith_number":"pith:3P5FR4NU","canonical_record":{"source":{"id":"1607.03086","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2016-07-11T19:31:07Z","cross_cats_sorted":[],"title_canon_sha256":"9323eaaad1ca3a89ecfba53abe47141a80dbbdb8123689439d40203efdfed32f","abstract_canon_sha256":"5dcf219d5d8d4a5580962a050a3b809af850af0ed28987dba55db453c223e10e"},"schema_version":"1.0"},"canonical_sha256":"dbfa58f1b4ba7e5cd4ff0eced6f997687e6b6971d9235dfa52bb4eca4efcc729","source":{"kind":"arxiv","id":"1607.03086","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1607.03086","created_at":"2026-05-18T00:39:40Z"},{"alias_kind":"arxiv_version","alias_value":"1607.03086v2","created_at":"2026-05-18T00:39:40Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1607.03086","created_at":"2026-05-18T00:39:40Z"},{"alias_kind":"pith_short_12","alias_value":"3P5FR4NUXJ7F","created_at":"2026-05-18T12:29:55Z"},{"alias_kind":"pith_short_16","alias_value":"3P5FR4NUXJ7FZVH7","created_at":"2026-05-18T12:29:55Z"},{"alias_kind":"pith_short_8","alias_value":"3P5FR4NU","created_at":"2026-05-18T12:29:55Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2016:3P5FR4NUXJ7FZVH7B3HNN6MXNB","target":"record","payload":{"canonical_record":{"source":{"id":"1607.03086","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2016-07-11T19:31:07Z","cross_cats_sorted":[],"title_canon_sha256":"9323eaaad1ca3a89ecfba53abe47141a80dbbdb8123689439d40203efdfed32f","abstract_canon_sha256":"5dcf219d5d8d4a5580962a050a3b809af850af0ed28987dba55db453c223e10e"},"schema_version":"1.0"},"canonical_sha256":"dbfa58f1b4ba7e5cd4ff0eced6f997687e6b6971d9235dfa52bb4eca4efcc729","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:39:40.377465Z","signature_b64":"5sgwNThx0xa8y3Ym/oqyYlTjUqyn+zshpdwxZ5yp6KailcuAVKxkBjPMykpAHI6Hz3RloApUbqYRxTcuI+c/Cw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"dbfa58f1b4ba7e5cd4ff0eced6f997687e6b6971d9235dfa52bb4eca4efcc729","last_reissued_at":"2026-05-18T00:39:40.376779Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:39:40.376779Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1607.03086","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:39:40Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"bQM3f/YfHDGtDkopFmLetV1SQbgz4o/jwjUYd3IENLXfot7zjioxUEh9XhBIsOiByUKhpnMMneWHfYi7ju1SDA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-28T13:14:21.544798Z"},"content_sha256":"5f7c32d4a1a34bc6de8f6755159c5312cce79ca04f37a933b20dc9f3e8641008","schema_version":"1.0","event_id":"sha256:5f7c32d4a1a34bc6de8f6755159c5312cce79ca04f37a933b20dc9f3e8641008"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2016:3P5FR4NUXJ7FZVH7B3HNN6MXNB","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"A Note on Real-World and Risk-Neutral Dynamics for Heath-Jarrow-Morton Frameworks","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"David Criens","submitted_at":"2016-07-11T19:31:07Z","abstract_excerpt":"As a consequence of the financial crises, risk management became more important and real-world dynamics of interest-rate models moved into the focus of interest. Since risk-neutral dynamics are classically important to compute prices of financial derivatives, it is interesting when real-world dynamics can be related to risk-neutral dynamics via an equivalent change of measures. In this article we give deterministic conditions in a general Heath-Jarrow-Morton framework driven by a Hilbert space valued Brownian motion and a Poisson random measure. Our conditions are of Lipschitz type and therefo"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1607.03086","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:39:40Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"DGCXJHIm5n5PK3WqKGuTscXBYrwB9rFVnV3mgmnByN6qEF3R+oX4B2AgKOzcRbK9Kj4kf4ck400/Cazb/4AZCA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-28T13:14:21.545150Z"},"content_sha256":"fcf642a53af55c509a38b3ff73df6226aeb8cc65c88488b2cd400937dc1c7c7d","schema_version":"1.0","event_id":"sha256:fcf642a53af55c509a38b3ff73df6226aeb8cc65c88488b2cd400937dc1c7c7d"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/3P5FR4NUXJ7FZVH7B3HNN6MXNB/bundle.json","state_url":"https://pith.science/pith/3P5FR4NUXJ7FZVH7B3HNN6MXNB/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/3P5FR4NUXJ7FZVH7B3HNN6MXNB/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-05-28T13:14:21Z","links":{"resolver":"https://pith.science/pith/3P5FR4NUXJ7FZVH7B3HNN6MXNB","bundle":"https://pith.science/pith/3P5FR4NUXJ7FZVH7B3HNN6MXNB/bundle.json","state":"https://pith.science/pith/3P5FR4NUXJ7FZVH7B3HNN6MXNB/state.json","well_known_bundle":"https://pith.science/.well-known/pith/3P5FR4NUXJ7FZVH7B3HNN6MXNB/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2016:3P5FR4NUXJ7FZVH7B3HNN6MXNB","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"5dcf219d5d8d4a5580962a050a3b809af850af0ed28987dba55db453c223e10e","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2016-07-11T19:31:07Z","title_canon_sha256":"9323eaaad1ca3a89ecfba53abe47141a80dbbdb8123689439d40203efdfed32f"},"schema_version":"1.0","source":{"id":"1607.03086","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1607.03086","created_at":"2026-05-18T00:39:40Z"},{"alias_kind":"arxiv_version","alias_value":"1607.03086v2","created_at":"2026-05-18T00:39:40Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1607.03086","created_at":"2026-05-18T00:39:40Z"},{"alias_kind":"pith_short_12","alias_value":"3P5FR4NUXJ7F","created_at":"2026-05-18T12:29:55Z"},{"alias_kind":"pith_short_16","alias_value":"3P5FR4NUXJ7FZVH7","created_at":"2026-05-18T12:29:55Z"},{"alias_kind":"pith_short_8","alias_value":"3P5FR4NU","created_at":"2026-05-18T12:29:55Z"}],"graph_snapshots":[{"event_id":"sha256:fcf642a53af55c509a38b3ff73df6226aeb8cc65c88488b2cd400937dc1c7c7d","target":"graph","created_at":"2026-05-18T00:39:40Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"As a consequence of the financial crises, risk management became more important and real-world dynamics of interest-rate models moved into the focus of interest. Since risk-neutral dynamics are classically important to compute prices of financial derivatives, it is interesting when real-world dynamics can be related to risk-neutral dynamics via an equivalent change of measures. In this article we give deterministic conditions in a general Heath-Jarrow-Morton framework driven by a Hilbert space valued Brownian motion and a Poisson random measure. Our conditions are of Lipschitz type and therefo","authors_text":"David Criens","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2016-07-11T19:31:07Z","title":"A Note on Real-World and Risk-Neutral Dynamics for Heath-Jarrow-Morton Frameworks"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1607.03086","kind":"arxiv","version":2},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:5f7c32d4a1a34bc6de8f6755159c5312cce79ca04f37a933b20dc9f3e8641008","target":"record","created_at":"2026-05-18T00:39:40Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"5dcf219d5d8d4a5580962a050a3b809af850af0ed28987dba55db453c223e10e","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2016-07-11T19:31:07Z","title_canon_sha256":"9323eaaad1ca3a89ecfba53abe47141a80dbbdb8123689439d40203efdfed32f"},"schema_version":"1.0","source":{"id":"1607.03086","kind":"arxiv","version":2}},"canonical_sha256":"dbfa58f1b4ba7e5cd4ff0eced6f997687e6b6971d9235dfa52bb4eca4efcc729","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"dbfa58f1b4ba7e5cd4ff0eced6f997687e6b6971d9235dfa52bb4eca4efcc729","first_computed_at":"2026-05-18T00:39:40.376779Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:39:40.376779Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"5sgwNThx0xa8y3Ym/oqyYlTjUqyn+zshpdwxZ5yp6KailcuAVKxkBjPMykpAHI6Hz3RloApUbqYRxTcuI+c/Cw==","signature_status":"signed_v1","signed_at":"2026-05-18T00:39:40.377465Z","signed_message":"canonical_sha256_bytes"},"source_id":"1607.03086","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:5f7c32d4a1a34bc6de8f6755159c5312cce79ca04f37a933b20dc9f3e8641008","sha256:fcf642a53af55c509a38b3ff73df6226aeb8cc65c88488b2cd400937dc1c7c7d"],"state_sha256":"aa6dcc89a06ea0e6ac4c23ed84b641cba5bec8356964ed53f2b4b8431d6bffd8"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Z7P8jEnmKDN9lvsvAdIRtzdCycdAR1K06tsacQZInML/QRiogjzXEH/p5MJpWln5qfAIfjbccvknOvBcueejBQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-28T13:14:21.547090Z","bundle_sha256":"36bae29fb8b182298dbb3152c8269f6323ddecffbf2314d30ddf1d3ec6766282"}}