{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2018:OWSHGYXS6I2IO47IVIPRKB5GR6","short_pith_number":"pith:OWSHGYXS","schema_version":"1.0","canonical_sha256":"75a47362f2f2348773e8aa1f1507a68f86f2349519f9217b51a3bbfd7cc3fef5","source":{"kind":"arxiv","id":"1801.03351","version":2},"attestation_state":"computed","paper":{"title":"A triple comparison between anticipating stochastic integrals in financial modeling","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Carlos Escudero, Joan C. Bastons","submitted_at":"2018-01-10T12:42:54Z","abstract_excerpt":"We consider a simplified version of the problem of insider trading in a financial market. We approach it by means of anticipating stochastic calculus and compare the use of the Hitsuda-Skorokhod, the Ayed-Kuo, and the Russo-Vallois forward integrals within this context. Our results give some indication that, while the forward integral yields results with a suitable financial meaning, the Hitsuda-Skorokhod and the Ayed-Kuo integrals do not provide an appropriate formulation of this problem. Further results regarding the use of the Ayed-Kuo integral in this context are also provided, including t"},"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":"1801.03351","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2018-01-10T12:42:54Z","cross_cats_sorted":[],"title_canon_sha256":"435316d47cf0e52f97a8c89fa522369158ac54d1a498d6ff2b7719ba9ddba4a8","abstract_canon_sha256":"9ec1b6f7921b015f1d3110c679a2b8a5e808a80391974f26c4488dc53eac9843"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:05:56.436914Z","signature_b64":"BsYN1/TGWER/+bk8i/ehC8FZ6CitUE0v+3sss+rr3uyLCTlkirqfdRlM++T5g7r94TNwt+ZefmesyrVUrLLjDA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"75a47362f2f2348773e8aa1f1507a68f86f2349519f9217b51a3bbfd7cc3fef5","last_reissued_at":"2026-05-18T00:05:56.436284Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:05:56.436284Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"A triple comparison between anticipating stochastic integrals in financial modeling","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Carlos Escudero, Joan C. Bastons","submitted_at":"2018-01-10T12:42:54Z","abstract_excerpt":"We consider a simplified version of the problem of insider trading in a financial market. We approach it by means of anticipating stochastic calculus and compare the use of the Hitsuda-Skorokhod, the Ayed-Kuo, and the Russo-Vallois forward integrals within this context. Our results give some indication that, while the forward integral yields results with a suitable financial meaning, the Hitsuda-Skorokhod and the Ayed-Kuo integrals do not provide an appropriate formulation of this problem. Further results regarding the use of the Ayed-Kuo integral in this context are also provided, including t"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1801.03351","kind":"arxiv","version":2},"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":"1801.03351","created_at":"2026-05-18T00:05:56.436410+00:00"},{"alias_kind":"arxiv_version","alias_value":"1801.03351v2","created_at":"2026-05-18T00:05:56.436410+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1801.03351","created_at":"2026-05-18T00:05:56.436410+00:00"},{"alias_kind":"pith_short_12","alias_value":"OWSHGYXS6I2I","created_at":"2026-05-18T12:32:43.782077+00:00"},{"alias_kind":"pith_short_16","alias_value":"OWSHGYXS6I2IO47I","created_at":"2026-05-18T12:32:43.782077+00:00"},{"alias_kind":"pith_short_8","alias_value":"OWSHGYXS","created_at":"2026-05-18T12:32:43.782077+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/OWSHGYXS6I2IO47IVIPRKB5GR6","json":"https://pith.science/pith/OWSHGYXS6I2IO47IVIPRKB5GR6.json","graph_json":"https://pith.science/api/pith-number/OWSHGYXS6I2IO47IVIPRKB5GR6/graph.json","events_json":"https://pith.science/api/pith-number/OWSHGYXS6I2IO47IVIPRKB5GR6/events.json","paper":"https://pith.science/paper/OWSHGYXS"},"agent_actions":{"view_html":"https://pith.science/pith/OWSHGYXS6I2IO47IVIPRKB5GR6","download_json":"https://pith.science/pith/OWSHGYXS6I2IO47IVIPRKB5GR6.json","view_paper":"https://pith.science/paper/OWSHGYXS","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1801.03351&json=true","fetch_graph":"https://pith.science/api/pith-number/OWSHGYXS6I2IO47IVIPRKB5GR6/graph.json","fetch_events":"https://pith.science/api/pith-number/OWSHGYXS6I2IO47IVIPRKB5GR6/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/OWSHGYXS6I2IO47IVIPRKB5GR6/action/timestamp_anchor","attest_storage":"https://pith.science/pith/OWSHGYXS6I2IO47IVIPRKB5GR6/action/storage_attestation","attest_author":"https://pith.science/pith/OWSHGYXS6I2IO47IVIPRKB5GR6/action/author_attestation","sign_citation":"https://pith.science/pith/OWSHGYXS6I2IO47IVIPRKB5GR6/action/citation_signature","submit_replication":"https://pith.science/pith/OWSHGYXS6I2IO47IVIPRKB5GR6/action/replication_record"}},"created_at":"2026-05-18T00:05:56.436410+00:00","updated_at":"2026-05-18T00:05:56.436410+00:00"}