{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2014:L7EUGQZHFOHB2ZXNKJIXZZ7VWH","short_pith_number":"pith:L7EUGQZH","canonical_record":{"source":{"id":"1403.5402","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-03-21T09:28:30Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"6e6a91e08b272268ca02b408f23414f24d4c43dc489749113a943cfd9b742226","abstract_canon_sha256":"619343d9490e781c5ba1ce8306faf7acb2fe3fa7dd509499b117292e31facb80"},"schema_version":"1.0"},"canonical_sha256":"5fc94343272b8e1d66ed52517ce7f5b1d484ca583ee21613481441a6cabdb9f9","source":{"kind":"arxiv","id":"1403.5402","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1403.5402","created_at":"2026-05-18T02:55:56Z"},{"alias_kind":"arxiv_version","alias_value":"1403.5402v1","created_at":"2026-05-18T02:55:56Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1403.5402","created_at":"2026-05-18T02:55:56Z"},{"alias_kind":"pith_short_12","alias_value":"L7EUGQZHFOHB","created_at":"2026-05-18T12:28:35Z"},{"alias_kind":"pith_short_16","alias_value":"L7EUGQZHFOHB2ZXN","created_at":"2026-05-18T12:28:35Z"},{"alias_kind":"pith_short_8","alias_value":"L7EUGQZH","created_at":"2026-05-18T12:28:35Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2014:L7EUGQZHFOHB2ZXNKJIXZZ7VWH","target":"record","payload":{"canonical_record":{"source":{"id":"1403.5402","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-03-21T09:28:30Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"6e6a91e08b272268ca02b408f23414f24d4c43dc489749113a943cfd9b742226","abstract_canon_sha256":"619343d9490e781c5ba1ce8306faf7acb2fe3fa7dd509499b117292e31facb80"},"schema_version":"1.0"},"canonical_sha256":"5fc94343272b8e1d66ed52517ce7f5b1d484ca583ee21613481441a6cabdb9f9","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:55:56.436473Z","signature_b64":"wQk4WQJEzfl2pyCSZ18g5DudoylKjpdDs8HZkjXfk6pUhYq4uJqicXWa4B6DQoF6YRJO/tWCBAMIBUKJ2SS1Ag==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"5fc94343272b8e1d66ed52517ce7f5b1d484ca583ee21613481441a6cabdb9f9","last_reissued_at":"2026-05-18T02:55:56.435980Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:55:56.435980Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1403.5402","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T02:55:56Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Cz89VzwZs6K9cv83ouCdcnOuHv2tBbgSa4HCl6chjeDKvWKynOEMEqWDjKEzX1UZ4XGLl2OqFzIwkeq/4tAKCw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-01T14:36:10.432695Z"},"content_sha256":"c827a29871da9f9cc5c09ae71df1b6916ba0e2c3130dac72da4f52eede7ebc1a","schema_version":"1.0","event_id":"sha256:c827a29871da9f9cc5c09ae71df1b6916ba0e2c3130dac72da4f52eede7ebc1a"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2014:L7EUGQZHFOHB2ZXNKJIXZZ7VWH","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Time-changed CIR default intensities with two-sided mean-reverting jumps","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.PR","authors_text":"Rafael Mendoza-Arriaga, Vadim Linetsky","submitted_at":"2014-03-21T09:28:30Z","abstract_excerpt":"The present paper introduces a jump-diffusion extension of the classical diffusion default intensity model by means of subordination in the sense of Bochner. We start from the bi-variate process $(X,D)$ of a diffusion state variable $X$ driving default intensity and a default indicator process $D$ and time change it with a L\\'{e}vy subordinator ${\\mathcal{T}}$. We characterize the time-changed process $(X^{\\phi}_t,D^{\\phi}_t)=(X({\\mathcal{T}}_t),D({\\mathcal{T}}_t))$ as a Markovian--It\\^{o} semimartingale and show from the Doob--Meyer decomposition of $D^{\\phi}$ that the default time in the tim"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1403.5402","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":""},"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":"2026-05-18T02:55:56Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"AM21CeaLcjcQWkWtnVztFOz60DyTEBTfvoeZxHOgFuMgFinx3m2m0CsrRqm6WWNYDxH0FoSavTqIUPKqmKDjBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-01T14:36:10.433128Z"},"content_sha256":"c728b8369ec61ac5ee56f5943576d2fc764e6b770c37b18d6e65d78d9a4c6506","schema_version":"1.0","event_id":"sha256:c728b8369ec61ac5ee56f5943576d2fc764e6b770c37b18d6e65d78d9a4c6506"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/L7EUGQZHFOHB2ZXNKJIXZZ7VWH/bundle.json","state_url":"https://pith.science/pith/L7EUGQZHFOHB2ZXNKJIXZZ7VWH/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/L7EUGQZHFOHB2ZXNKJIXZZ7VWH/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":"2026-06-01T14:36:10Z","links":{"resolver":"https://pith.science/pith/L7EUGQZHFOHB2ZXNKJIXZZ7VWH","bundle":"https://pith.science/pith/L7EUGQZHFOHB2ZXNKJIXZZ7VWH/bundle.json","state":"https://pith.science/pith/L7EUGQZHFOHB2ZXNKJIXZZ7VWH/state.json","well_known_bundle":"https://pith.science/.well-known/pith/L7EUGQZHFOHB2ZXNKJIXZZ7VWH/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:L7EUGQZHFOHB2ZXNKJIXZZ7VWH","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":"619343d9490e781c5ba1ce8306faf7acb2fe3fa7dd509499b117292e31facb80","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-03-21T09:28:30Z","title_canon_sha256":"6e6a91e08b272268ca02b408f23414f24d4c43dc489749113a943cfd9b742226"},"schema_version":"1.0","source":{"id":"1403.5402","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1403.5402","created_at":"2026-05-18T02:55:56Z"},{"alias_kind":"arxiv_version","alias_value":"1403.5402v1","created_at":"2026-05-18T02:55:56Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1403.5402","created_at":"2026-05-18T02:55:56Z"},{"alias_kind":"pith_short_12","alias_value":"L7EUGQZHFOHB","created_at":"2026-05-18T12:28:35Z"},{"alias_kind":"pith_short_16","alias_value":"L7EUGQZHFOHB2ZXN","created_at":"2026-05-18T12:28:35Z"},{"alias_kind":"pith_short_8","alias_value":"L7EUGQZH","created_at":"2026-05-18T12:28:35Z"}],"graph_snapshots":[{"event_id":"sha256:c728b8369ec61ac5ee56f5943576d2fc764e6b770c37b18d6e65d78d9a4c6506","target":"graph","created_at":"2026-05-18T02:55:56Z","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":"The present paper introduces a jump-diffusion extension of the classical diffusion default intensity model by means of subordination in the sense of Bochner. We start from the bi-variate process $(X,D)$ of a diffusion state variable $X$ driving default intensity and a default indicator process $D$ and time change it with a L\\'{e}vy subordinator ${\\mathcal{T}}$. We characterize the time-changed process $(X^{\\phi}_t,D^{\\phi}_t)=(X({\\mathcal{T}}_t),D({\\mathcal{T}}_t))$ as a Markovian--It\\^{o} semimartingale and show from the Doob--Meyer decomposition of $D^{\\phi}$ that the default time in the tim","authors_text":"Rafael Mendoza-Arriaga, Vadim Linetsky","cross_cats":["math.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-03-21T09:28:30Z","title":"Time-changed CIR default intensities with two-sided mean-reverting jumps"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1403.5402","kind":"arxiv","version":1},"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:c827a29871da9f9cc5c09ae71df1b6916ba0e2c3130dac72da4f52eede7ebc1a","target":"record","created_at":"2026-05-18T02:55:56Z","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":"619343d9490e781c5ba1ce8306faf7acb2fe3fa7dd509499b117292e31facb80","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2014-03-21T09:28:30Z","title_canon_sha256":"6e6a91e08b272268ca02b408f23414f24d4c43dc489749113a943cfd9b742226"},"schema_version":"1.0","source":{"id":"1403.5402","kind":"arxiv","version":1}},"canonical_sha256":"5fc94343272b8e1d66ed52517ce7f5b1d484ca583ee21613481441a6cabdb9f9","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"5fc94343272b8e1d66ed52517ce7f5b1d484ca583ee21613481441a6cabdb9f9","first_computed_at":"2026-05-18T02:55:56.435980Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:55:56.435980Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"wQk4WQJEzfl2pyCSZ18g5DudoylKjpdDs8HZkjXfk6pUhYq4uJqicXWa4B6DQoF6YRJO/tWCBAMIBUKJ2SS1Ag==","signature_status":"signed_v1","signed_at":"2026-05-18T02:55:56.436473Z","signed_message":"canonical_sha256_bytes"},"source_id":"1403.5402","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:c827a29871da9f9cc5c09ae71df1b6916ba0e2c3130dac72da4f52eede7ebc1a","sha256:c728b8369ec61ac5ee56f5943576d2fc764e6b770c37b18d6e65d78d9a4c6506"],"state_sha256":"dd9f7af65d9d6a7f71b1679fbed4fb5a2143676bc4f53a98e08dc2bce3c03e70"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"ANm1AKz/B+aLtcS1nw5eULR3j25Wzn29Pn3gmUAwoMJ2tfIUC5MFrqT6FVu+a8zLrokfDtKs1k6pu/GoaRzTDA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-01T14:36:10.436430Z","bundle_sha256":"05b74bab5b7b1b1285d31121e3fb608b4167174056cbbdab2cdca30b09deb624"}}