{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2015:DUBIJCPXJ2PE5ZBUZGQRILYR6H","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":"4e3a3806deed9aebf3140afc02c48784e2ccdbea49a1cbc3da63de418ed89302","cross_cats_sorted":["stat.ME"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2015-09-08T10:48:05Z","title_canon_sha256":"a471ed26e932a45d266c904da10a4b6e90d53e76abbb49117e63f67fd9ea256f"},"schema_version":"1.0","source":{"id":"1509.02319","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1509.02319","created_at":"2026-05-18T01:32:59Z"},{"alias_kind":"arxiv_version","alias_value":"1509.02319v2","created_at":"2026-05-18T01:32:59Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1509.02319","created_at":"2026-05-18T01:32:59Z"},{"alias_kind":"pith_short_12","alias_value":"DUBIJCPXJ2PE","created_at":"2026-05-18T12:29:17Z"},{"alias_kind":"pith_short_16","alias_value":"DUBIJCPXJ2PE5ZBU","created_at":"2026-05-18T12:29:17Z"},{"alias_kind":"pith_short_8","alias_value":"DUBIJCPX","created_at":"2026-05-18T12:29:17Z"}],"graph_snapshots":[{"event_id":"sha256:e2f4e8bd5763164bd342a7b1e8faaa86c7b8041a59f00eb6027a61b07b885e8e","target":"graph","created_at":"2026-05-18T01:32:59Z","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":"This paper investigates the probabilistic properties that determine the existence of space-time transformations between diffusion processes. We prove that two diffusions are related by a monotone space-time transformation if and only if they share the same serial dependence. The serial dependence of a diffusion process is studied by means of its copula density and the effect of monotone and non-monotone space-time transformations on the copula density is discussed. This provides us a methodology to build diffusion models by freely combining prescribed marginal behaviors and temporal dependence","authors_text":"Emiliano Torre, Enrico Bibbona, Laura Sacerdote","cross_cats":["stat.ME"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2015-09-08T10:48:05Z","title":"A copula-based method to build diffusion models with prescribed marginal and serial dependence"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1509.02319","kind":"arxiv","version":2},"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":"sha256:0b14b2108cd85265f04d80dc7d74011aa5879367f2d9e6ce94011a10b78b005d","target":"record","created_at":"2026-05-18T01:32:59Z","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":"4e3a3806deed9aebf3140afc02c48784e2ccdbea49a1cbc3da63de418ed89302","cross_cats_sorted":["stat.ME"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2015-09-08T10:48:05Z","title_canon_sha256":"a471ed26e932a45d266c904da10a4b6e90d53e76abbb49117e63f67fd9ea256f"},"schema_version":"1.0","source":{"id":"1509.02319","kind":"arxiv","version":2}},"canonical_sha256":"1d028489f74e9e4ee434c9a1142f11f1df5649f7852ba5d034a162bc8e3ebedd","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"1d028489f74e9e4ee434c9a1142f11f1df5649f7852ba5d034a162bc8e3ebedd","first_computed_at":"2026-05-18T01:32:59.044643Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:32:59.044643Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"5cgWnx6Mt3jEk6s3wa4rEU/B2mKq2h4tEM+1OXurVWh0Q5zA4A6LgoDG1ylvhqAUC87xhOLCGPga6noWK0DKAA==","signature_status":"signed_v1","signed_at":"2026-05-18T01:32:59.045277Z","signed_message":"canonical_sha256_bytes"},"source_id":"1509.02319","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:0b14b2108cd85265f04d80dc7d74011aa5879367f2d9e6ce94011a10b78b005d","sha256:e2f4e8bd5763164bd342a7b1e8faaa86c7b8041a59f00eb6027a61b07b885e8e"],"state_sha256":"c282225a9b965caca2a730ccb38a4ae85a997eee456880f2e1fc7781bfffe751"}