{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:1999:QMS6UBW5B2UZN6WGGPPMKUK556","short_pith_number":"pith:QMS6UBW5","schema_version":"1.0","canonical_sha256":"8325ea06dd0ea996fac633dec5515def9185ed2482ddd9ac52df799e432839b7","source":{"kind":"arxiv","id":"cond-mat/9902018","version":1},"attestation_state":"computed","paper":{"title":"Modeling interest rate dynamics: an infinite-dimensional approach","license":"","headline":"","cross_cats":["cond-mat.dis-nn","math.PR","q-fin.PR"],"primary_cat":"cond-mat.stat-mech","authors_text":"Rama Cont (CMAP - Ecole Polytechnique)","submitted_at":"1999-02-01T19:04:42Z","abstract_excerpt":"We present a family of models for the term structure of interest rates which describe the interest rate curve as a stochastic process in a Hilbert space. We start by decomposing the deformations of the term structure into the variations of the short rate, the long rate and the fluctuations of the curve around its average shape. This fluctuation is then described as a solution of a stochastic evolution equation in an infinite dimensional space. In the case where deformations are local in maturity, this equation reduces to a stochastic PDE, of which we give the simplest example. We discuss the p"},"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":"cond-mat/9902018","kind":"arxiv","version":1},"metadata":{"license":"","primary_cat":"cond-mat.stat-mech","submitted_at":"1999-02-01T19:04:42Z","cross_cats_sorted":["cond-mat.dis-nn","math.PR","q-fin.PR"],"title_canon_sha256":"8b8e8be1c768bd8decf34597896d36784272362dd17d01a5d6a400151ea4a0dc","abstract_canon_sha256":"fab7c60d581da806d621e7d785108e81d859c159b02e76e1bebafc4bc77d5373"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:55:25.211979Z","signature_b64":"V6hw20ZUr8VttMedeF+mSAm9WbkvyLKYaVvXzGV1j2VGTwQTOBIhv2KG7bx4jsSWiiwCbxudSmkvpFmbbYduCw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"8325ea06dd0ea996fac633dec5515def9185ed2482ddd9ac52df799e432839b7","last_reissued_at":"2026-05-18T03:55:25.211441Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:55:25.211441Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Modeling interest rate dynamics: an infinite-dimensional approach","license":"","headline":"","cross_cats":["cond-mat.dis-nn","math.PR","q-fin.PR"],"primary_cat":"cond-mat.stat-mech","authors_text":"Rama Cont (CMAP - Ecole Polytechnique)","submitted_at":"1999-02-01T19:04:42Z","abstract_excerpt":"We present a family of models for the term structure of interest rates which describe the interest rate curve as a stochastic process in a Hilbert space. We start by decomposing the deformations of the term structure into the variations of the short rate, the long rate and the fluctuations of the curve around its average shape. This fluctuation is then described as a solution of a stochastic evolution equation in an infinite dimensional space. In the case where deformations are local in maturity, this equation reduces to a stochastic PDE, of which we give the simplest example. We discuss the p"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"cond-mat/9902018","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"},"aliases":[{"alias_kind":"arxiv","alias_value":"cond-mat/9902018","created_at":"2026-05-18T03:55:25.211529+00:00"},{"alias_kind":"arxiv_version","alias_value":"cond-mat/9902018v1","created_at":"2026-05-18T03:55:25.211529+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.cond-mat/9902018","created_at":"2026-05-18T03:55:25.211529+00:00"},{"alias_kind":"pith_short_12","alias_value":"QMS6UBW5B2UZ","created_at":"2026-05-18T12:25:49.631198+00:00"},{"alias_kind":"pith_short_16","alias_value":"QMS6UBW5B2UZN6WG","created_at":"2026-05-18T12:25:49.631198+00:00"},{"alias_kind":"pith_short_8","alias_value":"QMS6UBW5","created_at":"2026-05-18T12:25:49.631198+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":1,"internal_anchor_count":1,"sample":[{"citing_arxiv_id":"2606.31076","citing_title":"Quantum Derivative Pricing for SPDEs via BDSDE Representation","ref_index":7,"is_internal_anchor":true}]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/QMS6UBW5B2UZN6WGGPPMKUK556","json":"https://pith.science/pith/QMS6UBW5B2UZN6WGGPPMKUK556.json","graph_json":"https://pith.science/api/pith-number/QMS6UBW5B2UZN6WGGPPMKUK556/graph.json","events_json":"https://pith.science/api/pith-number/QMS6UBW5B2UZN6WGGPPMKUK556/events.json","paper":"https://pith.science/paper/QMS6UBW5"},"agent_actions":{"view_html":"https://pith.science/pith/QMS6UBW5B2UZN6WGGPPMKUK556","download_json":"https://pith.science/pith/QMS6UBW5B2UZN6WGGPPMKUK556.json","view_paper":"https://pith.science/paper/QMS6UBW5","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=cond-mat/9902018&json=true","fetch_graph":"https://pith.science/api/pith-number/QMS6UBW5B2UZN6WGGPPMKUK556/graph.json","fetch_events":"https://pith.science/api/pith-number/QMS6UBW5B2UZN6WGGPPMKUK556/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/QMS6UBW5B2UZN6WGGPPMKUK556/action/timestamp_anchor","attest_storage":"https://pith.science/pith/QMS6UBW5B2UZN6WGGPPMKUK556/action/storage_attestation","attest_author":"https://pith.science/pith/QMS6UBW5B2UZN6WGGPPMKUK556/action/author_attestation","sign_citation":"https://pith.science/pith/QMS6UBW5B2UZN6WGGPPMKUK556/action/citation_signature","submit_replication":"https://pith.science/pith/QMS6UBW5B2UZN6WGGPPMKUK556/action/replication_record"}},"created_at":"2026-05-18T03:55:25.211529+00:00","updated_at":"2026-05-18T03:55:25.211529+00:00"}