{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2017:6KAZPSB5DAFPFUNBNGVAV5GNCT","short_pith_number":"pith:6KAZPSB5","schema_version":"1.0","canonical_sha256":"f28197c83d180af2d1a169aa0af4cd14f1238f61f5bfb9e366510ac2f4332d4e","source":{"kind":"arxiv","id":"1705.06881","version":1},"attestation_state":"computed","paper":{"title":"Exact simulation of the first-passage time of diffusions","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Cristina Zucca, Samuel Herrmann (IMB)","submitted_at":"2017-05-19T07:44:57Z","abstract_excerpt":"Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations of the first-passage times as a by-product. For efficiency reasons, it is particularly challenging to simulate directly this hitting time by avoiding to construct the whole paths. In the Brownian case, the distribution of the first-passage time is explicitly known and can be easily used for simulation purposes. The authors introduce a new rejection sampling a"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1705.06881","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-05-19T07:44:57Z","cross_cats_sorted":[],"title_canon_sha256":"d44764e86384578b0baf7148975926b1d0c6b67a58c3f1cea4526aa183983a18","abstract_canon_sha256":"5873b15e8e87b86edce7e137204be0d343d9af99262c0456ce39d517a1fa8d74"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:44:11.065688Z","signature_b64":"91keBWcE6TqyD47kKruqF57hcmmrxY0sTRIgw1J5KgT70kHitZDsP1uwX4/BW554tPgr9aa35BaedfQ6KSGTDw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"f28197c83d180af2d1a169aa0af4cd14f1238f61f5bfb9e366510ac2f4332d4e","last_reissued_at":"2026-05-18T00:44:11.065152Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:44:11.065152Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Exact simulation of the first-passage time of diffusions","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Cristina Zucca, Samuel Herrmann (IMB)","submitted_at":"2017-05-19T07:44:57Z","abstract_excerpt":"Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations of the first-passage times as a by-product. For efficiency reasons, it is particularly challenging to simulate directly this hitting time by avoiding to construct the whole paths. In the Brownian case, the distribution of the first-passage time is explicitly known and can be easily used for simulation purposes. The authors introduce a new rejection sampling a"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1705.06881","kind":"arxiv","version":1},"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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1705.06881","created_at":"2026-05-18T00:44:11.065251+00:00"},{"alias_kind":"arxiv_version","alias_value":"1705.06881v1","created_at":"2026-05-18T00:44:11.065251+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1705.06881","created_at":"2026-05-18T00:44:11.065251+00:00"},{"alias_kind":"pith_short_12","alias_value":"6KAZPSB5DAFP","created_at":"2026-05-18T12:31:03.183658+00:00"},{"alias_kind":"pith_short_16","alias_value":"6KAZPSB5DAFPFUNB","created_at":"2026-05-18T12:31:03.183658+00:00"},{"alias_kind":"pith_short_8","alias_value":"6KAZPSB5","created_at":"2026-05-18T12:31:03.183658+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/6KAZPSB5DAFPFUNBNGVAV5GNCT","json":"https://pith.science/pith/6KAZPSB5DAFPFUNBNGVAV5GNCT.json","graph_json":"https://pith.science/api/pith-number/6KAZPSB5DAFPFUNBNGVAV5GNCT/graph.json","events_json":"https://pith.science/api/pith-number/6KAZPSB5DAFPFUNBNGVAV5GNCT/events.json","paper":"https://pith.science/paper/6KAZPSB5"},"agent_actions":{"view_html":"https://pith.science/pith/6KAZPSB5DAFPFUNBNGVAV5GNCT","download_json":"https://pith.science/pith/6KAZPSB5DAFPFUNBNGVAV5GNCT.json","view_paper":"https://pith.science/paper/6KAZPSB5","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1705.06881&json=true","fetch_graph":"https://pith.science/api/pith-number/6KAZPSB5DAFPFUNBNGVAV5GNCT/graph.json","fetch_events":"https://pith.science/api/pith-number/6KAZPSB5DAFPFUNBNGVAV5GNCT/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/6KAZPSB5DAFPFUNBNGVAV5GNCT/action/timestamp_anchor","attest_storage":"https://pith.science/pith/6KAZPSB5DAFPFUNBNGVAV5GNCT/action/storage_attestation","attest_author":"https://pith.science/pith/6KAZPSB5DAFPFUNBNGVAV5GNCT/action/author_attestation","sign_citation":"https://pith.science/pith/6KAZPSB5DAFPFUNBNGVAV5GNCT/action/citation_signature","submit_replication":"https://pith.science/pith/6KAZPSB5DAFPFUNBNGVAV5GNCT/action/replication_record"}},"created_at":"2026-05-18T00:44:11.065251+00:00","updated_at":"2026-05-18T00:44:11.065251+00:00"}