{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2005:B3KXJJGGDEEEQ77RYSG5P2KKOR","short_pith_number":"pith:B3KXJJGG","schema_version":"1.0","canonical_sha256":"0ed574a4c61908487ff1c48dd7e94a7456862f56aee5a967de116b7a60f48a67","source":{"kind":"arxiv","id":"math/0509016","version":3},"attestation_state":"computed","paper":{"title":"Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.NA","math.NA","q-fin.CP"],"primary_cat":"math.PR","authors_text":"Barbara Forster, Eva Luetkebohmert, Josef Teichmann","submitted_at":"2005-09-01T12:07:41Z","abstract_excerpt":"In mathematical Finance calculating the Greeks by Malliavin weights has proved to be a numerically satisfactory procedure for finite-dimensional It\\^{o}-diffusions. The existence of Malliavin weights relies on absolute continuity of laws of the projected diffusion process and a sufficiently regular density. In this article we first prove results on absolute continuity for laws of projected jump-diffusion processes in finite and infinite dimensions, and a general result on the existence of Malliavin weights in finite dimension. In both cases we assume H\\\"ormander conditions and hypotheses on th"},"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":"math/0509016","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2005-09-01T12:07:41Z","cross_cats_sorted":["cs.NA","math.NA","q-fin.CP"],"title_canon_sha256":"4df70ea888fe2fb96c81f3425a9d3c52ebc9e194b6da1dbad99e289cbe7167b6","abstract_canon_sha256":"8689739d0c412012b4964a5dae3917ead29b2478248d4543b44dab97532338e2"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-06-03T22:06:17.640346Z","signature_b64":"VOWj757sNIYt543E0qoaOwnxeYcSlzaeq+pyyaQNndP55PuVh+ffZzZqMq8D+tTHXYf053vzjoagJYd78B4PAw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"0ed574a4c61908487ff1c48dd7e94a7456862f56aee5a967de116b7a60f48a67","last_reissued_at":"2026-06-03T22:06:17.639976Z","signature_status":"signed_v1","first_computed_at":"2026-06-03T22:06:17.639976Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.NA","math.NA","q-fin.CP"],"primary_cat":"math.PR","authors_text":"Barbara Forster, Eva Luetkebohmert, Josef Teichmann","submitted_at":"2005-09-01T12:07:41Z","abstract_excerpt":"In mathematical Finance calculating the Greeks by Malliavin weights has proved to be a numerically satisfactory procedure for finite-dimensional It\\^{o}-diffusions. The existence of Malliavin weights relies on absolute continuity of laws of the projected diffusion process and a sufficiently regular density. In this article we first prove results on absolute continuity for laws of projected jump-diffusion processes in finite and infinite dimensions, and a general result on the existence of Malliavin weights in finite dimension. In both cases we assume H\\\"ormander conditions and hypotheses on th"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"math/0509016","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/math/0509016/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"math/0509016","created_at":"2026-06-03T22:06:17.640038+00:00"},{"alias_kind":"arxiv_version","alias_value":"math/0509016v3","created_at":"2026-06-03T22:06:17.640038+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.math/0509016","created_at":"2026-06-03T22:06:17.640038+00:00"},{"alias_kind":"pith_short_12","alias_value":"B3KXJJGGDEEE","created_at":"2026-06-03T22:06:17.640038+00:00"},{"alias_kind":"pith_short_16","alias_value":"B3KXJJGGDEEEQ77R","created_at":"2026-06-03T22:06:17.640038+00:00"},{"alias_kind":"pith_short_8","alias_value":"B3KXJJGG","created_at":"2026-06-03T22:06:17.640038+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/B3KXJJGGDEEEQ77RYSG5P2KKOR","json":"https://pith.science/pith/B3KXJJGGDEEEQ77RYSG5P2KKOR.json","graph_json":"https://pith.science/api/pith-number/B3KXJJGGDEEEQ77RYSG5P2KKOR/graph.json","events_json":"https://pith.science/api/pith-number/B3KXJJGGDEEEQ77RYSG5P2KKOR/events.json","paper":"https://pith.science/paper/B3KXJJGG"},"agent_actions":{"view_html":"https://pith.science/pith/B3KXJJGGDEEEQ77RYSG5P2KKOR","download_json":"https://pith.science/pith/B3KXJJGGDEEEQ77RYSG5P2KKOR.json","view_paper":"https://pith.science/paper/B3KXJJGG","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=math/0509016&json=true","fetch_graph":"https://pith.science/api/pith-number/B3KXJJGGDEEEQ77RYSG5P2KKOR/graph.json","fetch_events":"https://pith.science/api/pith-number/B3KXJJGGDEEEQ77RYSG5P2KKOR/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/B3KXJJGGDEEEQ77RYSG5P2KKOR/action/timestamp_anchor","attest_storage":"https://pith.science/pith/B3KXJJGGDEEEQ77RYSG5P2KKOR/action/storage_attestation","attest_author":"https://pith.science/pith/B3KXJJGGDEEEQ77RYSG5P2KKOR/action/author_attestation","sign_citation":"https://pith.science/pith/B3KXJJGGDEEEQ77RYSG5P2KKOR/action/citation_signature","submit_replication":"https://pith.science/pith/B3KXJJGGDEEEQ77RYSG5P2KKOR/action/replication_record"}},"created_at":"2026-06-03T22:06:17.640038+00:00","updated_at":"2026-06-03T22:06:17.640038+00:00"}