{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2025:TSJNLGOFLDLWAEYQXFBFR7RDRK","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":"3e54d17711b11abfcbab706468717292d62fcecdfbaaa5c91d634412603d2236","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2025-04-28T15:17:37Z","title_canon_sha256":"62e60472a2f1a8df73c7f1bb0ccaf4640bf4da74118b302bd9b5103436aa89bc"},"schema_version":"1.0","source":{"id":"2504.19885","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2504.19885","created_at":"2026-07-05T10:55:05Z"},{"alias_kind":"arxiv_version","alias_value":"2504.19885v1","created_at":"2026-07-05T10:55:05Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2504.19885","created_at":"2026-07-05T10:55:05Z"},{"alias_kind":"pith_short_12","alias_value":"TSJNLGOFLDLW","created_at":"2026-07-05T10:55:05Z"},{"alias_kind":"pith_short_16","alias_value":"TSJNLGOFLDLWAEYQ","created_at":"2026-07-05T10:55:05Z"},{"alias_kind":"pith_short_8","alias_value":"TSJNLGOF","created_at":"2026-07-05T10:55:05Z"}],"graph_snapshots":[{"event_id":"sha256:def6391784375287c47eab644e731525cca5e5e220329fb442a998bf4b61feff","target":"graph","created_at":"2026-07-05T10:55:05Z","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/2504.19885/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"We introduce a novel simulation scheme, iVi (integrated Volterra implicit), for integrated Volterra square-root processes and Volterra Heston models based on the Inverse Gaussian distribution. The scheme is designed to handle $L^1$ kernels with singularities by relying solely on integrated kernel quantities, and it preserves the non-decreasing property of the integrated process. We establish weak convergence of the iVi scheme by reformulating it as a stochastic Volterra equation with a measure kernel and proving a stability result for this class of equations. Numerical results demonstrate that","authors_text":"Eduardo Abi Jaber, Elie Attal","cross_cats":["math.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2025-04-28T15:17:37Z","title":"Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2504.19885","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":"sha256:2ddb5a618b7a99ad962fba399e232f47bf3a94d4dd6ef79204b31ba5a0ceac1a","target":"record","created_at":"2026-07-05T10:55:05Z","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":"3e54d17711b11abfcbab706468717292d62fcecdfbaaa5c91d634412603d2236","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2025-04-28T15:17:37Z","title_canon_sha256":"62e60472a2f1a8df73c7f1bb0ccaf4640bf4da74118b302bd9b5103436aa89bc"},"schema_version":"1.0","source":{"id":"2504.19885","kind":"arxiv","version":1}},"canonical_sha256":"9c92d599c558d7601310b94258fe238a8324796c23a10d308d10d69e1ce0e702","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"9c92d599c558d7601310b94258fe238a8324796c23a10d308d10d69e1ce0e702","first_computed_at":"2026-07-05T10:55:05.553133Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T10:55:05.553133Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"mNSQHzPJB9SsX/pG3CUZDRXV6G4QYjGUVYRPNx/RKvLfmtECEV+QH7W83efXhET+ySyO3eNTsCnB7gjbMDdTAg==","signature_status":"signed_v1","signed_at":"2026-07-05T10:55:05.553610Z","signed_message":"canonical_sha256_bytes"},"source_id":"2504.19885","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:2ddb5a618b7a99ad962fba399e232f47bf3a94d4dd6ef79204b31ba5a0ceac1a","sha256:def6391784375287c47eab644e731525cca5e5e220329fb442a998bf4b61feff"],"state_sha256":"8a38b093a0be5ea8d39832680b4ba50702f773236c987d8dfe356fa89a93fe1b"}