{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2013:V6LKNNEFHOSIFOS4BSX6TBDUZI","short_pith_number":"pith:V6LKNNEF","canonical_record":{"source":{"id":"1310.7857","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-10-29T16:09:35Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"99f285ff0c9d0887dca6b76ec4ceb3aa2f84267cc4b270c7ed5b2efc62c674a0","abstract_canon_sha256":"95610aaa69b2e3d841ac7a10a6b162127b19f851e5f25b994ad52474d85cbe72"},"schema_version":"1.0"},"canonical_sha256":"af96a6b4853ba482ba5c0cafe98474ca04bfc1afa6cfafdc0a505b88ea9c2042","source":{"kind":"arxiv","id":"1310.7857","version":3},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1310.7857","created_at":"2026-05-18T01:33:07Z"},{"alias_kind":"arxiv_version","alias_value":"1310.7857v3","created_at":"2026-05-18T01:33:07Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1310.7857","created_at":"2026-05-18T01:33:07Z"},{"alias_kind":"pith_short_12","alias_value":"V6LKNNEFHOSI","created_at":"2026-05-18T12:28:04Z"},{"alias_kind":"pith_short_16","alias_value":"V6LKNNEFHOSIFOS4","created_at":"2026-05-18T12:28:04Z"},{"alias_kind":"pith_short_8","alias_value":"V6LKNNEF","created_at":"2026-05-18T12:28:04Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2013:V6LKNNEFHOSIFOS4BSX6TBDUZI","target":"record","payload":{"canonical_record":{"source":{"id":"1310.7857","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-10-29T16:09:35Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"99f285ff0c9d0887dca6b76ec4ceb3aa2f84267cc4b270c7ed5b2efc62c674a0","abstract_canon_sha256":"95610aaa69b2e3d841ac7a10a6b162127b19f851e5f25b994ad52474d85cbe72"},"schema_version":"1.0"},"canonical_sha256":"af96a6b4853ba482ba5c0cafe98474ca04bfc1afa6cfafdc0a505b88ea9c2042","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:33:07.006439Z","signature_b64":"79B6JOIt6Wjr5T55xhrBypTRhBjSG77Pk2pvn+1bVS+qACW8UNaMqH4bW7bQDCtwJctxfibzGXCLiIaGTtKODA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"af96a6b4853ba482ba5c0cafe98474ca04bfc1afa6cfafdc0a505b88ea9c2042","last_reissued_at":"2026-05-18T01:33:07.005837Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:33:07.005837Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1310.7857","source_version":3,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T01:33:07Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"sXqKrTp6Wy92vdB8Gii/WnaXavq2do0NuTdQfunlaZEz9jH7PVcsI+qgASNkBmXR75UH1olxfO+DV9/jfWjWCg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-21T16:29:59.268422Z"},"content_sha256":"9135a2dae96134dd604615840d29d2b5b825613301994287a75a3a360e601d06","schema_version":"1.0","event_id":"sha256:9135a2dae96134dd604615840d29d2b5b825613301994287a75a3a360e601d06"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2013:V6LKNNEFHOSIFOS4BSX6TBDUZI","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Sticky continuous processes have consistent price systems","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.PR","authors_text":"Christian Bender, Hasanjan Sayit, Mikko S. Pakkanen","submitted_at":"2013-10-29T16:09:35Z","abstract_excerpt":"Under proportional transaction costs, a price process is said to have a consistent price system, if there is a semimartingale with an equivalent martingale measure that evolves within the bid-ask spread. We show that a continuous, multi-asset price process has a consistent price system, under arbitrarily small proportional transaction costs, if it satisfies a natural multi-dimensional generalization of the stickiness condition introduced by Guasoni [Math. Finance 16(3), 569-582 (2006)]."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1310.7857","kind":"arxiv","version":3},"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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T01:33:07Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"kslciImsrgZlU9JgTZQKM8DJSnAbkW6bMXN+sUxji3e+xkd8d2IY8wOvQoaYl8PjmK7UcAi+YMKgljFh8FWbDA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-21T16:29:59.269015Z"},"content_sha256":"cb1fa7a1254afb7cfb9fb1a17a4447d943f3c0b7374a453319baaf7e61292ea5","schema_version":"1.0","event_id":"sha256:cb1fa7a1254afb7cfb9fb1a17a4447d943f3c0b7374a453319baaf7e61292ea5"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/V6LKNNEFHOSIFOS4BSX6TBDUZI/bundle.json","state_url":"https://pith.science/pith/V6LKNNEFHOSIFOS4BSX6TBDUZI/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/V6LKNNEFHOSIFOS4BSX6TBDUZI/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-05-21T16:29:59Z","links":{"resolver":"https://pith.science/pith/V6LKNNEFHOSIFOS4BSX6TBDUZI","bundle":"https://pith.science/pith/V6LKNNEFHOSIFOS4BSX6TBDUZI/bundle.json","state":"https://pith.science/pith/V6LKNNEFHOSIFOS4BSX6TBDUZI/state.json","well_known_bundle":"https://pith.science/.well-known/pith/V6LKNNEFHOSIFOS4BSX6TBDUZI/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:V6LKNNEFHOSIFOS4BSX6TBDUZI","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":"95610aaa69b2e3d841ac7a10a6b162127b19f851e5f25b994ad52474d85cbe72","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-10-29T16:09:35Z","title_canon_sha256":"99f285ff0c9d0887dca6b76ec4ceb3aa2f84267cc4b270c7ed5b2efc62c674a0"},"schema_version":"1.0","source":{"id":"1310.7857","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1310.7857","created_at":"2026-05-18T01:33:07Z"},{"alias_kind":"arxiv_version","alias_value":"1310.7857v3","created_at":"2026-05-18T01:33:07Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1310.7857","created_at":"2026-05-18T01:33:07Z"},{"alias_kind":"pith_short_12","alias_value":"V6LKNNEFHOSI","created_at":"2026-05-18T12:28:04Z"},{"alias_kind":"pith_short_16","alias_value":"V6LKNNEFHOSIFOS4","created_at":"2026-05-18T12:28:04Z"},{"alias_kind":"pith_short_8","alias_value":"V6LKNNEF","created_at":"2026-05-18T12:28:04Z"}],"graph_snapshots":[{"event_id":"sha256:cb1fa7a1254afb7cfb9fb1a17a4447d943f3c0b7374a453319baaf7e61292ea5","target":"graph","created_at":"2026-05-18T01:33:07Z","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"},"paper":{"abstract_excerpt":"Under proportional transaction costs, a price process is said to have a consistent price system, if there is a semimartingale with an equivalent martingale measure that evolves within the bid-ask spread. We show that a continuous, multi-asset price process has a consistent price system, under arbitrarily small proportional transaction costs, if it satisfies a natural multi-dimensional generalization of the stickiness condition introduced by Guasoni [Math. Finance 16(3), 569-582 (2006)].","authors_text":"Christian Bender, Hasanjan Sayit, Mikko S. Pakkanen","cross_cats":["math.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-10-29T16:09:35Z","title":"Sticky continuous processes have consistent price systems"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1310.7857","kind":"arxiv","version":3},"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":"sha256:9135a2dae96134dd604615840d29d2b5b825613301994287a75a3a360e601d06","target":"record","created_at":"2026-05-18T01:33:07Z","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":"95610aaa69b2e3d841ac7a10a6b162127b19f851e5f25b994ad52474d85cbe72","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2013-10-29T16:09:35Z","title_canon_sha256":"99f285ff0c9d0887dca6b76ec4ceb3aa2f84267cc4b270c7ed5b2efc62c674a0"},"schema_version":"1.0","source":{"id":"1310.7857","kind":"arxiv","version":3}},"canonical_sha256":"af96a6b4853ba482ba5c0cafe98474ca04bfc1afa6cfafdc0a505b88ea9c2042","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"af96a6b4853ba482ba5c0cafe98474ca04bfc1afa6cfafdc0a505b88ea9c2042","first_computed_at":"2026-05-18T01:33:07.005837Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:33:07.005837Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"79B6JOIt6Wjr5T55xhrBypTRhBjSG77Pk2pvn+1bVS+qACW8UNaMqH4bW7bQDCtwJctxfibzGXCLiIaGTtKODA==","signature_status":"signed_v1","signed_at":"2026-05-18T01:33:07.006439Z","signed_message":"canonical_sha256_bytes"},"source_id":"1310.7857","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:9135a2dae96134dd604615840d29d2b5b825613301994287a75a3a360e601d06","sha256:cb1fa7a1254afb7cfb9fb1a17a4447d943f3c0b7374a453319baaf7e61292ea5"],"state_sha256":"1b8345561b2041175528df613e188d93482cd8db133c9ec667c6c236fce359f5"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"pbtr1AvqoJysGruS1No+gXo2BFHlTQgZhW0+wuDPGq4NcAxlvkiNHcUXd43uOFY9s3fQI8evwy89WxyXDuT8DA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-21T16:29:59.271900Z","bundle_sha256":"77e7b6570c2807826a7b4df6669bb9acd885623699ecf3aa51cde954fc0c74ac"}}