{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2015:JZR6PEEPSJU4243DOCERVVERAA","short_pith_number":"pith:JZR6PEEP","schema_version":"1.0","canonical_sha256":"4e63e7908f9269cd736370891ad4910038511c542e9f2503c75af0942a15de54","source":{"kind":"arxiv","id":"1509.08280","version":3},"attestation_state":"computed","paper":{"title":"Sticky processes, local and true martingales","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.MF","authors_text":"Hasanjan Sayit, Mikl\\'os R\\'asonyi","submitted_at":"2015-09-28T11:37:04Z","abstract_excerpt":"We prove that for a so-called sticky process $S$ there exists an equivalent probability $Q$ and a $Q$-martingale $\\tilde{S}$ that is arbitrarily close to $S$ in $L^p(Q)$ norm. For continuous $S$, $\\tilde{S}$ can be chosen arbitrarily close to $S$ in supremum norm. In the case where $S$ is a local martingale we may choose $Q$ arbitrarily close to the original probability in the total variation norm. We provide examples to illustrate the power of our results and present applications in mathematical finance."},"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":"1509.08280","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2015-09-28T11:37:04Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"a59cfe9f47abcf62f56d6d7f44db491f733d3905b4637b3d1b65109c15f9544e","abstract_canon_sha256":"b45ad05c8f97d892786e67334e4e4a8ef0b91d851e6dc9fe09e7c2d74aad34b0"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:49:42.650200Z","signature_b64":"MPRbzaGcWwGYHmRgE2sJ6Od2FCC40M7btU55yVgBIyetnnEztmGQHfy5z8GgGoBEBqpTXxCSuVzi92ylZH2ZBQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"4e63e7908f9269cd736370891ad4910038511c542e9f2503c75af0942a15de54","last_reissued_at":"2026-05-18T00:49:42.649717Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:49:42.649717Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Sticky processes, local and true martingales","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.MF","authors_text":"Hasanjan Sayit, Mikl\\'os R\\'asonyi","submitted_at":"2015-09-28T11:37:04Z","abstract_excerpt":"We prove that for a so-called sticky process $S$ there exists an equivalent probability $Q$ and a $Q$-martingale $\\tilde{S}$ that is arbitrarily close to $S$ in $L^p(Q)$ norm. For continuous $S$, $\\tilde{S}$ can be chosen arbitrarily close to $S$ in supremum norm. In the case where $S$ is a local martingale we may choose $Q$ arbitrarily close to the original probability in the total variation norm. We provide examples to illustrate the power of our results and present applications in mathematical finance."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1509.08280","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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1509.08280","created_at":"2026-05-18T00:49:42.649791+00:00"},{"alias_kind":"arxiv_version","alias_value":"1509.08280v3","created_at":"2026-05-18T00:49:42.649791+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1509.08280","created_at":"2026-05-18T00:49:42.649791+00:00"},{"alias_kind":"pith_short_12","alias_value":"JZR6PEEPSJU4","created_at":"2026-05-18T12:29:27.538025+00:00"},{"alias_kind":"pith_short_16","alias_value":"JZR6PEEPSJU4243D","created_at":"2026-05-18T12:29:27.538025+00:00"},{"alias_kind":"pith_short_8","alias_value":"JZR6PEEP","created_at":"2026-05-18T12:29:27.538025+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/JZR6PEEPSJU4243DOCERVVERAA","json":"https://pith.science/pith/JZR6PEEPSJU4243DOCERVVERAA.json","graph_json":"https://pith.science/api/pith-number/JZR6PEEPSJU4243DOCERVVERAA/graph.json","events_json":"https://pith.science/api/pith-number/JZR6PEEPSJU4243DOCERVVERAA/events.json","paper":"https://pith.science/paper/JZR6PEEP"},"agent_actions":{"view_html":"https://pith.science/pith/JZR6PEEPSJU4243DOCERVVERAA","download_json":"https://pith.science/pith/JZR6PEEPSJU4243DOCERVVERAA.json","view_paper":"https://pith.science/paper/JZR6PEEP","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1509.08280&json=true","fetch_graph":"https://pith.science/api/pith-number/JZR6PEEPSJU4243DOCERVVERAA/graph.json","fetch_events":"https://pith.science/api/pith-number/JZR6PEEPSJU4243DOCERVVERAA/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/JZR6PEEPSJU4243DOCERVVERAA/action/timestamp_anchor","attest_storage":"https://pith.science/pith/JZR6PEEPSJU4243DOCERVVERAA/action/storage_attestation","attest_author":"https://pith.science/pith/JZR6PEEPSJU4243DOCERVVERAA/action/author_attestation","sign_citation":"https://pith.science/pith/JZR6PEEPSJU4243DOCERVVERAA/action/citation_signature","submit_replication":"https://pith.science/pith/JZR6PEEPSJU4243DOCERVVERAA/action/replication_record"}},"created_at":"2026-05-18T00:49:42.649791+00:00","updated_at":"2026-05-18T00:49:42.649791+00:00"}