{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2024:B5DVZS6FHNZGMTHXGKF67G73QB","short_pith_number":"pith:B5DVZS6F","schema_version":"1.0","canonical_sha256":"0f475ccbc53b72664cf7328bef9bfb804c85a7ce10db984f8502719579dfde9a","source":{"kind":"arxiv","id":"2406.07523","version":1},"attestation_state":"computed","paper":{"title":"Change of numeraire for weak martingale transport","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.MF"],"primary_cat":"math.PR","authors_text":"Gudmund Pammer, Lorenz Riess, Mathias Beiglb\\\"ock","submitted_at":"2024-06-11T17:51:12Z","abstract_excerpt":"Change of numeraire is a classical tool in mathematical finance. Campi-Laachir-Martini established its applicability to martingale optimal transport. We note that the results of Campi-Laachir-Martini extend to the case of weak martingale transport. We apply this to shadow couplings, continuous time martingale transport problems in the framework of Huesmann-Trevisan and in particular to establish the correspondence between stretched Brownian motion with its geometric counterpart.\n  Note: We emphasize that we learned about the geometric stretched Brownian motion gSBM (defined in PDE terms) in 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":"2406.07523","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2024-06-11T17:51:12Z","cross_cats_sorted":["q-fin.MF"],"title_canon_sha256":"62b11f8121a9cfb0ec4a113d2749c206672f5c230801602a4b29904169237d36","abstract_canon_sha256":"18a9f16b342a984e5540b8b3231e18526d312b8c36ae0d621ebbe7795d86b9d8"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T08:30:26.563663Z","signature_b64":"4NU00gn0qEp3gXpbjNvCjyvqjgL0ccbI9akRGcY5NR0Mur0IW3I0M5SnGiI6VGk48+BlCdzJxrG4w2TrNwrAAA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"0f475ccbc53b72664cf7328bef9bfb804c85a7ce10db984f8502719579dfde9a","last_reissued_at":"2026-07-05T08:30:26.563114Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T08:30:26.563114Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Change of numeraire for weak martingale transport","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.MF"],"primary_cat":"math.PR","authors_text":"Gudmund Pammer, Lorenz Riess, Mathias Beiglb\\\"ock","submitted_at":"2024-06-11T17:51:12Z","abstract_excerpt":"Change of numeraire is a classical tool in mathematical finance. Campi-Laachir-Martini established its applicability to martingale optimal transport. We note that the results of Campi-Laachir-Martini extend to the case of weak martingale transport. We apply this to shadow couplings, continuous time martingale transport problems in the framework of Huesmann-Trevisan and in particular to establish the correspondence between stretched Brownian motion with its geometric counterpart.\n  Note: We emphasize that we learned about the geometric stretched Brownian motion gSBM (defined in PDE terms) in a "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2406.07523","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2406.07523/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":"2406.07523","created_at":"2026-07-05T08:30:26.563172+00:00"},{"alias_kind":"arxiv_version","alias_value":"2406.07523v1","created_at":"2026-07-05T08:30:26.563172+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2406.07523","created_at":"2026-07-05T08:30:26.563172+00:00"},{"alias_kind":"pith_short_12","alias_value":"B5DVZS6FHNZG","created_at":"2026-07-05T08:30:26.563172+00:00"},{"alias_kind":"pith_short_16","alias_value":"B5DVZS6FHNZGMTHX","created_at":"2026-07-05T08:30:26.563172+00:00"},{"alias_kind":"pith_short_8","alias_value":"B5DVZS6F","created_at":"2026-07-05T08:30:26.563172+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":1,"internal_anchor_count":1,"sample":[{"citing_arxiv_id":"2412.01995","citing_title":"Exciting games and Monge-Amp\\`ere equations","ref_index":15,"is_internal_anchor":true}]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/B5DVZS6FHNZGMTHXGKF67G73QB","json":"https://pith.science/pith/B5DVZS6FHNZGMTHXGKF67G73QB.json","graph_json":"https://pith.science/api/pith-number/B5DVZS6FHNZGMTHXGKF67G73QB/graph.json","events_json":"https://pith.science/api/pith-number/B5DVZS6FHNZGMTHXGKF67G73QB/events.json","paper":"https://pith.science/paper/B5DVZS6F"},"agent_actions":{"view_html":"https://pith.science/pith/B5DVZS6FHNZGMTHXGKF67G73QB","download_json":"https://pith.science/pith/B5DVZS6FHNZGMTHXGKF67G73QB.json","view_paper":"https://pith.science/paper/B5DVZS6F","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=2406.07523&json=true","fetch_graph":"https://pith.science/api/pith-number/B5DVZS6FHNZGMTHXGKF67G73QB/graph.json","fetch_events":"https://pith.science/api/pith-number/B5DVZS6FHNZGMTHXGKF67G73QB/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/B5DVZS6FHNZGMTHXGKF67G73QB/action/timestamp_anchor","attest_storage":"https://pith.science/pith/B5DVZS6FHNZGMTHXGKF67G73QB/action/storage_attestation","attest_author":"https://pith.science/pith/B5DVZS6FHNZGMTHXGKF67G73QB/action/author_attestation","sign_citation":"https://pith.science/pith/B5DVZS6FHNZGMTHXGKF67G73QB/action/citation_signature","submit_replication":"https://pith.science/pith/B5DVZS6FHNZGMTHXGKF67G73QB/action/replication_record"}},"created_at":"2026-07-05T08:30:26.563172+00:00","updated_at":"2026-07-05T08:30:26.563172+00:00"}