{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:4ZLCOE4N7IDDEWWWIPBJRPERQM","short_pith_number":"pith:4ZLCOE4N","canonical_record":{"source":{"id":"1708.01121","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-08-03T13:06:33Z","cross_cats_sorted":[],"title_canon_sha256":"869845c47d9ca845f540525500680ed5b5be976dd66152979845a4b639904c23","abstract_canon_sha256":"c268dd8845f471790114be0226746ca16822b1267dc5bfd7a2f4cbbb6fdc0552"},"schema_version":"1.0"},"canonical_sha256":"e65627138dfa06325ad643c298bc9183130ebc7c18283caa4cba7dd4bf88abd1","source":{"kind":"arxiv","id":"1708.01121","version":3},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1708.01121","created_at":"2026-05-17T23:57:50Z"},{"alias_kind":"arxiv_version","alias_value":"1708.01121v3","created_at":"2026-05-17T23:57:50Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1708.01121","created_at":"2026-05-17T23:57:50Z"},{"alias_kind":"pith_short_12","alias_value":"4ZLCOE4N7IDD","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_16","alias_value":"4ZLCOE4N7IDDEWWW","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_8","alias_value":"4ZLCOE4N","created_at":"2026-05-18T12:31:00Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:4ZLCOE4N7IDDEWWWIPBJRPERQM","target":"record","payload":{"canonical_record":{"source":{"id":"1708.01121","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-08-03T13:06:33Z","cross_cats_sorted":[],"title_canon_sha256":"869845c47d9ca845f540525500680ed5b5be976dd66152979845a4b639904c23","abstract_canon_sha256":"c268dd8845f471790114be0226746ca16822b1267dc5bfd7a2f4cbbb6fdc0552"},"schema_version":"1.0"},"canonical_sha256":"e65627138dfa06325ad643c298bc9183130ebc7c18283caa4cba7dd4bf88abd1","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:57:50.967242Z","signature_b64":"QKYM0BKltyQD9ekwoFQcDqkk+DURp4gYoXmoDgYJXr7FeMZ/mbUWOZDsKuVoOLRqi+NzQxcd2QiEL4Ya0xcJBQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"e65627138dfa06325ad643c298bc9183130ebc7c18283caa4cba7dd4bf88abd1","last_reissued_at":"2026-05-17T23:57:50.966767Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:57:50.966767Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1708.01121","source_version":3,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:57:50Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"8HIoMQUrUY8/6K1Q8ibbbmOjsisrCfK2AKm5m2LcP0p3o+HtYW4iWmuHB4H6K7IjGZz/oYbM02ko6EKRi/gICA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-30T05:00:12.208624Z"},"content_sha256":"6762def824e34d3962c44bcec766ee19b0b80ab0f5a4cd39a2aceb69952fd0ea","schema_version":"1.0","event_id":"sha256:6762def824e34d3962c44bcec766ee19b0b80ab0f5a4cd39a2aceb69952fd0ea"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:4ZLCOE4N7IDDEWWWIPBJRPERQM","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Asymptotic behaviour of randomised fractional volatility models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"A. Jacquier, B. Horvath, C. Lacombe","submitted_at":"2017-08-03T13:06:33Z","abstract_excerpt":"We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail behaviours in particular). In order to do so, we extend some results on sample path large deviations for such diffusions. As an application, we show how these results characterise the small-time and tail estimates of the implied volatility for rough volatility models, recently proposed in mathematical finance."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1708.01121","kind":"arxiv","version":3},"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":"2026-05-17T23:57:50Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"/RkKlKugKIyavDkgjvKBZ9dVZj10h1P1HZGu/gAm15074qaROgywXEzRz9P6S7Cqew0i5PI8HaNy4eESRWUHBA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-30T05:00:12.208971Z"},"content_sha256":"f19e21ac04c16ac5384f7bbf621d5e12aa2da8bacaca8f1ea3be07ed4e8bd818","schema_version":"1.0","event_id":"sha256:f19e21ac04c16ac5384f7bbf621d5e12aa2da8bacaca8f1ea3be07ed4e8bd818"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/4ZLCOE4N7IDDEWWWIPBJRPERQM/bundle.json","state_url":"https://pith.science/pith/4ZLCOE4N7IDDEWWWIPBJRPERQM/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/4ZLCOE4N7IDDEWWWIPBJRPERQM/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":"2026-05-30T05:00:12Z","links":{"resolver":"https://pith.science/pith/4ZLCOE4N7IDDEWWWIPBJRPERQM","bundle":"https://pith.science/pith/4ZLCOE4N7IDDEWWWIPBJRPERQM/bundle.json","state":"https://pith.science/pith/4ZLCOE4N7IDDEWWWIPBJRPERQM/state.json","well_known_bundle":"https://pith.science/.well-known/pith/4ZLCOE4N7IDDEWWWIPBJRPERQM/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:4ZLCOE4N7IDDEWWWIPBJRPERQM","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":"c268dd8845f471790114be0226746ca16822b1267dc5bfd7a2f4cbbb6fdc0552","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-08-03T13:06:33Z","title_canon_sha256":"869845c47d9ca845f540525500680ed5b5be976dd66152979845a4b639904c23"},"schema_version":"1.0","source":{"id":"1708.01121","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1708.01121","created_at":"2026-05-17T23:57:50Z"},{"alias_kind":"arxiv_version","alias_value":"1708.01121v3","created_at":"2026-05-17T23:57:50Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1708.01121","created_at":"2026-05-17T23:57:50Z"},{"alias_kind":"pith_short_12","alias_value":"4ZLCOE4N7IDD","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_16","alias_value":"4ZLCOE4N7IDDEWWW","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_8","alias_value":"4ZLCOE4N","created_at":"2026-05-18T12:31:00Z"}],"graph_snapshots":[{"event_id":"sha256:f19e21ac04c16ac5384f7bbf621d5e12aa2da8bacaca8f1ea3be07ed4e8bd818","target":"graph","created_at":"2026-05-17T23:57:50Z","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":"We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail behaviours in particular). In order to do so, we extend some results on sample path large deviations for such diffusions. As an application, we show how these results characterise the small-time and tail estimates of the implied volatility for rough volatility models, recently proposed in mathematical finance.","authors_text":"A. Jacquier, B. Horvath, C. Lacombe","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-08-03T13:06:33Z","title":"Asymptotic behaviour of randomised fractional volatility models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1708.01121","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":"sha256:6762def824e34d3962c44bcec766ee19b0b80ab0f5a4cd39a2aceb69952fd0ea","target":"record","created_at":"2026-05-17T23:57:50Z","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":"c268dd8845f471790114be0226746ca16822b1267dc5bfd7a2f4cbbb6fdc0552","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-08-03T13:06:33Z","title_canon_sha256":"869845c47d9ca845f540525500680ed5b5be976dd66152979845a4b639904c23"},"schema_version":"1.0","source":{"id":"1708.01121","kind":"arxiv","version":3}},"canonical_sha256":"e65627138dfa06325ad643c298bc9183130ebc7c18283caa4cba7dd4bf88abd1","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"e65627138dfa06325ad643c298bc9183130ebc7c18283caa4cba7dd4bf88abd1","first_computed_at":"2026-05-17T23:57:50.966767Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:57:50.966767Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"QKYM0BKltyQD9ekwoFQcDqkk+DURp4gYoXmoDgYJXr7FeMZ/mbUWOZDsKuVoOLRqi+NzQxcd2QiEL4Ya0xcJBQ==","signature_status":"signed_v1","signed_at":"2026-05-17T23:57:50.967242Z","signed_message":"canonical_sha256_bytes"},"source_id":"1708.01121","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:6762def824e34d3962c44bcec766ee19b0b80ab0f5a4cd39a2aceb69952fd0ea","sha256:f19e21ac04c16ac5384f7bbf621d5e12aa2da8bacaca8f1ea3be07ed4e8bd818"],"state_sha256":"2ff04fa5a83bea440a558aa26a39864ce075d97140878530bf63837948cf212d"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"tJBJsFczeDH6lZwMP+Et+6TNO2wWCwcjHiudOimFJsbCRGMoc8pSWTQ+YumpJC0V4IAulMeka7W4Rw7iYgd7Dw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-30T05:00:12.210856Z","bundle_sha256":"fdb0541802fac1656355d9784d3094f12f124ef47b8aa8190679cc45a8ae1c96"}}