{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2012:S6F4I6SHOSNI6AQOPTGYPU66BD","short_pith_number":"pith:S6F4I6SH","schema_version":"1.0","canonical_sha256":"978bc47a47749a8f020e7ccd87d3de08dabc57ac650158100494f90e68042536","source":{"kind":"arxiv","id":"1207.1742","version":1},"attestation_state":"computed","paper":{"title":"Time consistent convex Feller processes and non linear second order partial differential equations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.AP"],"primary_cat":"math.PR","authors_text":"Jocelyne Bion-Nadal","submitted_at":"2012-07-06T22:31:53Z","abstract_excerpt":"This paper shows how the theory of dynamic risk measures provides viscosity solutions to a family of second-order parabolic partial differential equations, even in the degenerate case.\n  First, motivated by the martingale problem approach of Stroock and Varadhan, we make use of the time consistency characterization for dynamic risk measures, to construct time consistent convex Markov processes. This is done in a general setting in which compacity arguments cannot be used, and for which there does not always exist an optimal control. Second, we prove that these processes lead to viscosity solut"},"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":"1207.1742","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2012-07-06T22:31:53Z","cross_cats_sorted":["math.AP"],"title_canon_sha256":"a40c4bd3b52426181ed27a93948698fc065791c37c0897165254596fc4d56b40","abstract_canon_sha256":"f10b6e163c870c281af77d8b3c7abe674ccc21b2b542aea321e7184fec9d52d0"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:51:34.790019Z","signature_b64":"PFpDsyXZJJJgIRMVUk8ZtW7egiDAuKEw4PV5pJbz4Aqmm7fN6/0A7L9cCgqk82+VRHxsJvJc/q+Os1l/C8eMAA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"978bc47a47749a8f020e7ccd87d3de08dabc57ac650158100494f90e68042536","last_reissued_at":"2026-05-18T03:51:34.789515Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:51:34.789515Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Time consistent convex Feller processes and non linear second order partial differential equations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.AP"],"primary_cat":"math.PR","authors_text":"Jocelyne Bion-Nadal","submitted_at":"2012-07-06T22:31:53Z","abstract_excerpt":"This paper shows how the theory of dynamic risk measures provides viscosity solutions to a family of second-order parabolic partial differential equations, even in the degenerate case.\n  First, motivated by the martingale problem approach of Stroock and Varadhan, we make use of the time consistency characterization for dynamic risk measures, to construct time consistent convex Markov processes. This is done in a general setting in which compacity arguments cannot be used, and for which there does not always exist an optimal control. Second, we prove that these processes lead to viscosity solut"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1207.1742","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":"1207.1742","created_at":"2026-05-18T03:51:34.789592+00:00"},{"alias_kind":"arxiv_version","alias_value":"1207.1742v1","created_at":"2026-05-18T03:51:34.789592+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1207.1742","created_at":"2026-05-18T03:51:34.789592+00:00"},{"alias_kind":"pith_short_12","alias_value":"S6F4I6SHOSNI","created_at":"2026-05-18T12:27:20.899486+00:00"},{"alias_kind":"pith_short_16","alias_value":"S6F4I6SHOSNI6AQO","created_at":"2026-05-18T12:27:20.899486+00:00"},{"alias_kind":"pith_short_8","alias_value":"S6F4I6SH","created_at":"2026-05-18T12:27:20.899486+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/S6F4I6SHOSNI6AQOPTGYPU66BD","json":"https://pith.science/pith/S6F4I6SHOSNI6AQOPTGYPU66BD.json","graph_json":"https://pith.science/api/pith-number/S6F4I6SHOSNI6AQOPTGYPU66BD/graph.json","events_json":"https://pith.science/api/pith-number/S6F4I6SHOSNI6AQOPTGYPU66BD/events.json","paper":"https://pith.science/paper/S6F4I6SH"},"agent_actions":{"view_html":"https://pith.science/pith/S6F4I6SHOSNI6AQOPTGYPU66BD","download_json":"https://pith.science/pith/S6F4I6SHOSNI6AQOPTGYPU66BD.json","view_paper":"https://pith.science/paper/S6F4I6SH","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1207.1742&json=true","fetch_graph":"https://pith.science/api/pith-number/S6F4I6SHOSNI6AQOPTGYPU66BD/graph.json","fetch_events":"https://pith.science/api/pith-number/S6F4I6SHOSNI6AQOPTGYPU66BD/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/S6F4I6SHOSNI6AQOPTGYPU66BD/action/timestamp_anchor","attest_storage":"https://pith.science/pith/S6F4I6SHOSNI6AQOPTGYPU66BD/action/storage_attestation","attest_author":"https://pith.science/pith/S6F4I6SHOSNI6AQOPTGYPU66BD/action/author_attestation","sign_citation":"https://pith.science/pith/S6F4I6SHOSNI6AQOPTGYPU66BD/action/citation_signature","submit_replication":"https://pith.science/pith/S6F4I6SHOSNI6AQOPTGYPU66BD/action/replication_record"}},"created_at":"2026-05-18T03:51:34.789592+00:00","updated_at":"2026-05-18T03:51:34.789592+00:00"}