{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:3PVCG34D3RI32G2HT3JTZ7M32P","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":"5f2db79fb771399191919545e04200d8bb54c5d76b72a1106bd9234d233251f7","cross_cats_sorted":["math.PR","q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-11-06T23:08:15Z","title_canon_sha256":"0b5c9158f239944a72afd241cfdd188203e66a225a270bd811ab7de03ad841f9"},"schema_version":"1.0","source":{"id":"1311.1545","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1311.1545","created_at":"2026-05-18T01:12:31Z"},{"alias_kind":"arxiv_version","alias_value":"1311.1545v3","created_at":"2026-05-18T01:12:31Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1311.1545","created_at":"2026-05-18T01:12:31Z"},{"alias_kind":"pith_short_12","alias_value":"3PVCG34D3RI3","created_at":"2026-05-18T12:27:32Z"},{"alias_kind":"pith_short_16","alias_value":"3PVCG34D3RI32G2H","created_at":"2026-05-18T12:27:32Z"},{"alias_kind":"pith_short_8","alias_value":"3PVCG34D","created_at":"2026-05-18T12:27:32Z"}],"graph_snapshots":[{"event_id":"sha256:d15af00848e4e3b9ce5967e9c3a72faddd3e6203c6f595608da92da082a6c983","target":"graph","created_at":"2026-05-18T01:12:31Z","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":"Motivated by marginals-mimicking results for It\\^o processes via SDEs and by their applications to volatility modeling in finance, we discuss the weak convergence of the law of a hypoelliptic diffusions conditioned to belong to a target affine subspace at final time, namely $\\mathcal{L}(Z_t|Y_t = y)$ if $X_{\\cdot}=(Y_\\cdot,Z_{\\cdot})$. To do so, we revisit Varadhan-type estimates in a small-noise regime (as opposed to small-time), studying the density of the lower-dimensional component $Y$. The application to stochastic volatility models include the small-time and, for certain models, the larg","authors_text":"Peter Friz, Stefano De Marco","cross_cats":["math.PR","q-fin.CP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-11-06T23:08:15Z","title":"Varadhan's formula, conditioned diffusions, and local volatilities"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1311.1545","kind":"arxiv","version":3},"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":"sha256:9518954d503697707a343bbdd14901e51c270fb55aec83a837633bb778657e94","target":"record","created_at":"2026-05-18T01:12:31Z","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":"5f2db79fb771399191919545e04200d8bb54c5d76b72a1106bd9234d233251f7","cross_cats_sorted":["math.PR","q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-11-06T23:08:15Z","title_canon_sha256":"0b5c9158f239944a72afd241cfdd188203e66a225a270bd811ab7de03ad841f9"},"schema_version":"1.0","source":{"id":"1311.1545","kind":"arxiv","version":3}},"canonical_sha256":"dbea236f83dc51bd1b479ed33cfd9bd3c65a20c7cb149e40f1f5afc2bc010273","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"dbea236f83dc51bd1b479ed33cfd9bd3c65a20c7cb149e40f1f5afc2bc010273","first_computed_at":"2026-05-18T01:12:31.024510Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:12:31.024510Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"Aexpn/VX9Mncrj6Rt+3FHCNMS4ZFhUFe6DdjRpAbC/OX20u/U1P3F2ySBLAzpwKzjN9ILjgjx6PPwD0Bi3z4Bg==","signature_status":"signed_v1","signed_at":"2026-05-18T01:12:31.024859Z","signed_message":"canonical_sha256_bytes"},"source_id":"1311.1545","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:9518954d503697707a343bbdd14901e51c270fb55aec83a837633bb778657e94","sha256:d15af00848e4e3b9ce5967e9c3a72faddd3e6203c6f595608da92da082a6c983"],"state_sha256":"af3adb17b420c15e5a446d0ec1cdaeade43e4cdfa1cf5c745f6445ec1eafab6c"}