{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:PJOLMLKFRMMMKCMGGYW5FGKUYH","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":"0777244b8ef3324333f8d84d83a857079eff57cb46df2f382ab42a7c4daf7b9b","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2018-10-24T01:49:02Z","title_canon_sha256":"02a51b7b366b1bfbd58346c10513dd2ea95776ff899d93a8878e4cbe947c3e8f"},"schema_version":"1.0","source":{"id":"1810.10149","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1810.10149","created_at":"2026-07-05T00:27:57Z"},{"alias_kind":"arxiv_version","alias_value":"1810.10149v2","created_at":"2026-07-05T00:27:57Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1810.10149","created_at":"2026-07-05T00:27:57Z"},{"alias_kind":"pith_short_12","alias_value":"PJOLMLKFRMMM","created_at":"2026-07-05T00:27:57Z"},{"alias_kind":"pith_short_16","alias_value":"PJOLMLKFRMMMKCMG","created_at":"2026-07-05T00:27:57Z"},{"alias_kind":"pith_short_8","alias_value":"PJOLMLKF","created_at":"2026-07-05T00:27:57Z"}],"graph_snapshots":[{"event_id":"sha256:bba75183c6930208a2c8f06237ea626df9b4608f78dc9a37edc4ea61c1092abe","target":"graph","created_at":"2026-07-05T00:27:57Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/1810.10149/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"For an $\\cF_T$-measurable payoff of a European type contingent claim, the recursive utility process/dynamic risk measure can be described by the adapted solution to a backward stochastic differential equation (BSDE). However, for an $\\cF_T$-measurable stochastic process (called a position process, not necessarily $\\dbF$-adapted), mimicking BSDE's approach will lead to a time-inconsistent recursive utility/dynamic risk measure. It is found that a more proper approach is to use the adapted solution to a backward stochastic Volterra integral equation (BSVIE). The corresponding notions are called ","authors_text":"Hanxiao Wang, Jingrui Sun, Jiongmin Yong","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2018-10-24T01:49:02Z","title":"Recursive Utility Processes, Dynamic Risk Measures and Quadratic Backward Stochastic Volterra Integral Equations"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1810.10149","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":"sha256:9589d8baec7b69cdbf2b0f6c8f5d0ad46c7ffd6d59ff981ea3bf496e669c85b2","target":"record","created_at":"2026-07-05T00:27:57Z","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":"0777244b8ef3324333f8d84d83a857079eff57cb46df2f382ab42a7c4daf7b9b","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2018-10-24T01:49:02Z","title_canon_sha256":"02a51b7b366b1bfbd58346c10513dd2ea95776ff899d93a8878e4cbe947c3e8f"},"schema_version":"1.0","source":{"id":"1810.10149","kind":"arxiv","version":2}},"canonical_sha256":"7a5cb62d458b18c50986362dd29954c1f89dc1b773b1c53b74a7444c9daabc4a","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"7a5cb62d458b18c50986362dd29954c1f89dc1b773b1c53b74a7444c9daabc4a","first_computed_at":"2026-07-05T00:27:57.177384Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T00:27:57.177384Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"pYHURJfEbuNnuU05ok08NY+jIY5C9gfHZjS3woOXxhKyzeNS1XOOqFSoJ5OOzu16qVYN7Ef4PEw04FZNLLEgDg==","signature_status":"signed_v1","signed_at":"2026-07-05T00:27:57.177843Z","signed_message":"canonical_sha256_bytes"},"source_id":"1810.10149","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:9589d8baec7b69cdbf2b0f6c8f5d0ad46c7ffd6d59ff981ea3bf496e669c85b2","sha256:bba75183c6930208a2c8f06237ea626df9b4608f78dc9a37edc4ea61c1092abe"],"state_sha256":"0978b562b9edcdeba0bb3f8ed239212b9aca2c544376f5cd1dc338e1ccb65d07"}