{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2025:UWWGODWH5QAIDD274TQRBHCZRI","short_pith_number":"pith:UWWGODWH","schema_version":"1.0","canonical_sha256":"a5ac670ec7ec00818f5fe4e1109c598a040a139c9e3d6301692384d9ad367c49","source":{"kind":"arxiv","id":"2509.14529","version":2},"attestation_state":"computed","paper":{"title":"Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.MF","authors_text":"Qijin Shi, Tomoyuki Ichiba","submitted_at":"2025-09-18T01:52:21Z","abstract_excerpt":"Built to generalise classical stochastic calculus, rough path theory provides a natural and pathwise framework to model continuous non-semimartingale assets. This paper investigates the capacity of this framework to support frictionless continuous No-Free-Lunch markets \\`a la Kreps-Yan. We establish a \"Rough Kreps-Yan\" theorem, which links a No Controlled Free Lunch (NCFL) condition to the unbiasedness of the driver of the price process as a rough integrator. The central work of this paper is a classification of these unbiased rough integrators with respect to different classes of controlled 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":"2509.14529","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2025-09-18T01:52:21Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"afad285ba3529168908fe1acc466b15f87d3c24adf31239732cb6b5778a69736","abstract_canon_sha256":"10faeb096eb5a78fc8e27e65da443fd83774632bc062e9d3a6cab8c46a5ea1c5"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-20T00:02:55.271976Z","signature_b64":"OyQb2h4I61m3XlO/gnXhE/PV2RnUWQLI6ZuyHcekR1/sJm7qBq6MBmXpYAir4NigPHjEfDaR1dUPW9W5ITxiAQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"a5ac670ec7ec00818f5fe4e1109c598a040a139c9e3d6301692384d9ad367c49","last_reissued_at":"2026-05-20T00:02:55.271123Z","signature_status":"signed_v1","first_computed_at":"2026-05-20T00:02:55.271123Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.MF","authors_text":"Qijin Shi, Tomoyuki Ichiba","submitted_at":"2025-09-18T01:52:21Z","abstract_excerpt":"Built to generalise classical stochastic calculus, rough path theory provides a natural and pathwise framework to model continuous non-semimartingale assets. This paper investigates the capacity of this framework to support frictionless continuous No-Free-Lunch markets \\`a la Kreps-Yan. We establish a \"Rough Kreps-Yan\" theorem, which links a No Controlled Free Lunch (NCFL) condition to the unbiasedness of the driver of the price process as a rough integrator. The central work of this paper is a classification of these unbiased rough integrators with respect to different classes of controlled p"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2509.14529","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2509.14529/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"2509.14529","created_at":"2026-05-20T00:02:55.271267+00:00"},{"alias_kind":"arxiv_version","alias_value":"2509.14529v2","created_at":"2026-05-20T00:02:55.271267+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2509.14529","created_at":"2026-05-20T00:02:55.271267+00:00"},{"alias_kind":"pith_short_12","alias_value":"UWWGODWH5QAI","created_at":"2026-05-20T00:02:55.271267+00:00"},{"alias_kind":"pith_short_16","alias_value":"UWWGODWH5QAIDD27","created_at":"2026-05-20T00:02:55.271267+00:00"},{"alias_kind":"pith_short_8","alias_value":"UWWGODWH","created_at":"2026-05-20T00:02:55.271267+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/UWWGODWH5QAIDD274TQRBHCZRI","json":"https://pith.science/pith/UWWGODWH5QAIDD274TQRBHCZRI.json","graph_json":"https://pith.science/api/pith-number/UWWGODWH5QAIDD274TQRBHCZRI/graph.json","events_json":"https://pith.science/api/pith-number/UWWGODWH5QAIDD274TQRBHCZRI/events.json","paper":"https://pith.science/paper/UWWGODWH"},"agent_actions":{"view_html":"https://pith.science/pith/UWWGODWH5QAIDD274TQRBHCZRI","download_json":"https://pith.science/pith/UWWGODWH5QAIDD274TQRBHCZRI.json","view_paper":"https://pith.science/paper/UWWGODWH","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=2509.14529&json=true","fetch_graph":"https://pith.science/api/pith-number/UWWGODWH5QAIDD274TQRBHCZRI/graph.json","fetch_events":"https://pith.science/api/pith-number/UWWGODWH5QAIDD274TQRBHCZRI/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/UWWGODWH5QAIDD274TQRBHCZRI/action/timestamp_anchor","attest_storage":"https://pith.science/pith/UWWGODWH5QAIDD274TQRBHCZRI/action/storage_attestation","attest_author":"https://pith.science/pith/UWWGODWH5QAIDD274TQRBHCZRI/action/author_attestation","sign_citation":"https://pith.science/pith/UWWGODWH5QAIDD274TQRBHCZRI/action/citation_signature","submit_replication":"https://pith.science/pith/UWWGODWH5QAIDD274TQRBHCZRI/action/replication_record"}},"created_at":"2026-05-20T00:02:55.271267+00:00","updated_at":"2026-05-20T00:02:55.271267+00:00"}