{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2018:AXXRBHZJEEH6W2RGUPDH7WV34H","short_pith_number":"pith:AXXRBHZJ","schema_version":"1.0","canonical_sha256":"05ef109f29210feb6a26a3c67fdabbe1fc9e7f0b8d63fe144c0042859706124a","source":{"kind":"arxiv","id":"1809.04011","version":2},"attestation_state":"computed","paper":{"title":"On the approximation of L\\'evy driven Volterra processes and their integrals","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"math.OC","authors_text":"Andrea Fiacco, Erik Hove Karlsen, Giulia Di Nunno","submitted_at":"2018-09-11T16:34:40Z","abstract_excerpt":"Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g. temperatures and wind and the related financial derivatives. Volterra processes are in general non-semimartingales and a theory of integration with respect to such processes is in fact not standard. In this work we suggest to construct an approximating sequence of L\\'evy driven Volterra processes, by perturbation of the kernel function. In this way, one can obtain an approximating sequence of semimartingales.\n  Then we consider fractional integration with res"},"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":"1809.04011","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2018-09-11T16:34:40Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"9b7da732ee633cf4b9efbcec1d7dc3b809057b6e0f3883648da94fc8fb04f3d1","abstract_canon_sha256":"501dac3d902594c00926deaf1ebce59cc8d30af73b825aee0cc8058e949c62e3"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:57:46.608132Z","signature_b64":"19oqGkNapdzHO2xIT2XE4Ktuz9BgcxkxT9G1ImvjkeeD9dmAg3F++wNseZAglPijXov03HLKbseTGVkmVYiBDQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"05ef109f29210feb6a26a3c67fdabbe1fc9e7f0b8d63fe144c0042859706124a","last_reissued_at":"2026-05-17T23:57:46.607442Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:57:46.607442Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"On the approximation of L\\'evy driven Volterra processes and their integrals","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"math.OC","authors_text":"Andrea Fiacco, Erik Hove Karlsen, Giulia Di Nunno","submitted_at":"2018-09-11T16:34:40Z","abstract_excerpt":"Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g. temperatures and wind and the related financial derivatives. Volterra processes are in general non-semimartingales and a theory of integration with respect to such processes is in fact not standard. In this work we suggest to construct an approximating sequence of L\\'evy driven Volterra processes, by perturbation of the kernel function. In this way, one can obtain an approximating sequence of semimartingales.\n  Then we consider fractional integration with res"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1809.04011","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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1809.04011","created_at":"2026-05-17T23:57:46.607551+00:00"},{"alias_kind":"arxiv_version","alias_value":"1809.04011v2","created_at":"2026-05-17T23:57:46.607551+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1809.04011","created_at":"2026-05-17T23:57:46.607551+00:00"},{"alias_kind":"pith_short_12","alias_value":"AXXRBHZJEEH6","created_at":"2026-05-18T12:32:13.499390+00:00"},{"alias_kind":"pith_short_16","alias_value":"AXXRBHZJEEH6W2RG","created_at":"2026-05-18T12:32:13.499390+00:00"},{"alias_kind":"pith_short_8","alias_value":"AXXRBHZJ","created_at":"2026-05-18T12:32:13.499390+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/AXXRBHZJEEH6W2RGUPDH7WV34H","json":"https://pith.science/pith/AXXRBHZJEEH6W2RGUPDH7WV34H.json","graph_json":"https://pith.science/api/pith-number/AXXRBHZJEEH6W2RGUPDH7WV34H/graph.json","events_json":"https://pith.science/api/pith-number/AXXRBHZJEEH6W2RGUPDH7WV34H/events.json","paper":"https://pith.science/paper/AXXRBHZJ"},"agent_actions":{"view_html":"https://pith.science/pith/AXXRBHZJEEH6W2RGUPDH7WV34H","download_json":"https://pith.science/pith/AXXRBHZJEEH6W2RGUPDH7WV34H.json","view_paper":"https://pith.science/paper/AXXRBHZJ","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1809.04011&json=true","fetch_graph":"https://pith.science/api/pith-number/AXXRBHZJEEH6W2RGUPDH7WV34H/graph.json","fetch_events":"https://pith.science/api/pith-number/AXXRBHZJEEH6W2RGUPDH7WV34H/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/AXXRBHZJEEH6W2RGUPDH7WV34H/action/timestamp_anchor","attest_storage":"https://pith.science/pith/AXXRBHZJEEH6W2RGUPDH7WV34H/action/storage_attestation","attest_author":"https://pith.science/pith/AXXRBHZJEEH6W2RGUPDH7WV34H/action/author_attestation","sign_citation":"https://pith.science/pith/AXXRBHZJEEH6W2RGUPDH7WV34H/action/citation_signature","submit_replication":"https://pith.science/pith/AXXRBHZJEEH6W2RGUPDH7WV34H/action/replication_record"}},"created_at":"2026-05-17T23:57:46.607551+00:00","updated_at":"2026-05-17T23:57:46.607551+00:00"}