{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:CDIV37KRILJDEMPAR3F7UIPARR","short_pith_number":"pith:CDIV37KR","canonical_record":{"source":{"id":"1707.05234","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-07-17T15:35:58Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"cade6dc7485e87d00df53388f90301d03f7e5dd46b825ac84872f87cb8c9a746","abstract_canon_sha256":"613419bce48e174964a3b5b877e54452a0712b575557d015be735482e13b91f0"},"schema_version":"1.0"},"canonical_sha256":"10d15dfd5142d23231e08ecbfa21e08c5d999d5cd1317a1fc3b611867e47b555","source":{"kind":"arxiv","id":"1707.05234","version":3},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1707.05234","created_at":"2026-05-17T23:42:49Z"},{"alias_kind":"arxiv_version","alias_value":"1707.05234v3","created_at":"2026-05-17T23:42:49Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1707.05234","created_at":"2026-05-17T23:42:49Z"},{"alias_kind":"pith_short_12","alias_value":"CDIV37KRILJD","created_at":"2026-05-18T12:31:10Z"},{"alias_kind":"pith_short_16","alias_value":"CDIV37KRILJDEMPA","created_at":"2026-05-18T12:31:10Z"},{"alias_kind":"pith_short_8","alias_value":"CDIV37KR","created_at":"2026-05-18T12:31:10Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:CDIV37KRILJDEMPAR3F7UIPARR","target":"record","payload":{"canonical_record":{"source":{"id":"1707.05234","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-07-17T15:35:58Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"cade6dc7485e87d00df53388f90301d03f7e5dd46b825ac84872f87cb8c9a746","abstract_canon_sha256":"613419bce48e174964a3b5b877e54452a0712b575557d015be735482e13b91f0"},"schema_version":"1.0"},"canonical_sha256":"10d15dfd5142d23231e08ecbfa21e08c5d999d5cd1317a1fc3b611867e47b555","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:42:49.184388Z","signature_b64":"EmdZJtC5Y2OGdZSd4iTOaC404jXJvgokWZTZO177EeYdO0cHD4SoftbZJoP3oSffTfMvNTsCMC2gK5OO7nPEAg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"10d15dfd5142d23231e08ecbfa21e08c5d999d5cd1317a1fc3b611867e47b555","last_reissued_at":"2026-05-17T23:42:49.183966Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:42:49.183966Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1707.05234","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":"2026-05-17T23:42:49Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"mNYbWYY/mD4IYSCvpzyd7PDok0EQ2Noa6HZ/jb/0/pLwBfFQf8/8g+CpmNffebL1YQwhTaABgxqbPjpsgIXuBw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-25T13:16:41.853835Z"},"content_sha256":"7d42846258f4e534c4e8b5167e1cf6a90e4f80239e2d755f33ceda7a7516ca27","schema_version":"1.0","event_id":"sha256:7d42846258f4e534c4e8b5167e1cf6a90e4f80239e2d755f33ceda7a7516ca27"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:CDIV37KRILJDEMPAR3F7UIPARR","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Discrete-type approximations for non-Markovian optimal stopping problems: Part I","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"math.PR","authors_text":"Alberto Ohashi, Dorival Le\\~ao, Francesco Russo","submitted_at":"2017-07-17T15:35:58Z","abstract_excerpt":"In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy suitable variational inequalities which allow us to construct $\\epsilon$-optimal stopping times and optimal values in full generality. Explicit rates of convergence are presented for optimal values based on reward functionals of path-dependent SDEs driven by fractional Brownian motion. In particular, the methodology allows us to design concrete Monte-Carlo schemes"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1707.05234","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":"2026-05-17T23:42:49Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"YD8SNT7nFHDLDrSCGk7++tJIONqfvpJq6LMou22wOoH0uYfFHPGYvS3420x/GQjhEFF9/xGsZnaOps6gGmKcDg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-25T13:16:41.854509Z"},"content_sha256":"0cf335ad3a363dcbe4d4a90bde1ad94eb445846761a44548900874549bb6c653","schema_version":"1.0","event_id":"sha256:0cf335ad3a363dcbe4d4a90bde1ad94eb445846761a44548900874549bb6c653"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/CDIV37KRILJDEMPAR3F7UIPARR/bundle.json","state_url":"https://pith.science/pith/CDIV37KRILJDEMPAR3F7UIPARR/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/CDIV37KRILJDEMPAR3F7UIPARR/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":"2026-05-25T13:16:41Z","links":{"resolver":"https://pith.science/pith/CDIV37KRILJDEMPAR3F7UIPARR","bundle":"https://pith.science/pith/CDIV37KRILJDEMPAR3F7UIPARR/bundle.json","state":"https://pith.science/pith/CDIV37KRILJDEMPAR3F7UIPARR/state.json","well_known_bundle":"https://pith.science/.well-known/pith/CDIV37KRILJDEMPAR3F7UIPARR/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:CDIV37KRILJDEMPAR3F7UIPARR","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":"613419bce48e174964a3b5b877e54452a0712b575557d015be735482e13b91f0","cross_cats_sorted":["q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-07-17T15:35:58Z","title_canon_sha256":"cade6dc7485e87d00df53388f90301d03f7e5dd46b825ac84872f87cb8c9a746"},"schema_version":"1.0","source":{"id":"1707.05234","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1707.05234","created_at":"2026-05-17T23:42:49Z"},{"alias_kind":"arxiv_version","alias_value":"1707.05234v3","created_at":"2026-05-17T23:42:49Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1707.05234","created_at":"2026-05-17T23:42:49Z"},{"alias_kind":"pith_short_12","alias_value":"CDIV37KRILJD","created_at":"2026-05-18T12:31:10Z"},{"alias_kind":"pith_short_16","alias_value":"CDIV37KRILJDEMPA","created_at":"2026-05-18T12:31:10Z"},{"alias_kind":"pith_short_8","alias_value":"CDIV37KR","created_at":"2026-05-18T12:31:10Z"}],"graph_snapshots":[{"event_id":"sha256:0cf335ad3a363dcbe4d4a90bde1ad94eb445846761a44548900874549bb6c653","target":"graph","created_at":"2026-05-17T23:42:49Z","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":"In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy suitable variational inequalities which allow us to construct $\\epsilon$-optimal stopping times and optimal values in full generality. Explicit rates of convergence are presented for optimal values based on reward functionals of path-dependent SDEs driven by fractional Brownian motion. In particular, the methodology allows us to design concrete Monte-Carlo schemes","authors_text":"Alberto Ohashi, Dorival Le\\~ao, Francesco Russo","cross_cats":["q-fin.CP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-07-17T15:35:58Z","title":"Discrete-type approximations for non-Markovian optimal stopping problems: Part I"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1707.05234","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":"sha256:7d42846258f4e534c4e8b5167e1cf6a90e4f80239e2d755f33ceda7a7516ca27","target":"record","created_at":"2026-05-17T23:42:49Z","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":"613419bce48e174964a3b5b877e54452a0712b575557d015be735482e13b91f0","cross_cats_sorted":["q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-07-17T15:35:58Z","title_canon_sha256":"cade6dc7485e87d00df53388f90301d03f7e5dd46b825ac84872f87cb8c9a746"},"schema_version":"1.0","source":{"id":"1707.05234","kind":"arxiv","version":3}},"canonical_sha256":"10d15dfd5142d23231e08ecbfa21e08c5d999d5cd1317a1fc3b611867e47b555","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"10d15dfd5142d23231e08ecbfa21e08c5d999d5cd1317a1fc3b611867e47b555","first_computed_at":"2026-05-17T23:42:49.183966Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:42:49.183966Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"EmdZJtC5Y2OGdZSd4iTOaC404jXJvgokWZTZO177EeYdO0cHD4SoftbZJoP3oSffTfMvNTsCMC2gK5OO7nPEAg==","signature_status":"signed_v1","signed_at":"2026-05-17T23:42:49.184388Z","signed_message":"canonical_sha256_bytes"},"source_id":"1707.05234","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:7d42846258f4e534c4e8b5167e1cf6a90e4f80239e2d755f33ceda7a7516ca27","sha256:0cf335ad3a363dcbe4d4a90bde1ad94eb445846761a44548900874549bb6c653"],"state_sha256":"9d80365f454c5af509db61693a2a3b7d16a998e4cf551b82cf2ba643a874d8a5"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"CW5zAvsal3s1A1cQPtSqyJc8keLRhRwxrBT/nCfbdd4hpr3CkcDaNGz/bNdzSHUZm+HHB5sVyzyEBwDPVMhZDQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-25T13:16:41.858058Z","bundle_sha256":"789af57271d84ee65f7ccefb05bf06833c0140252030cf4eef452a91a12a90fa"}}