{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2018:V7I4Q2DZ3JEUDELXBMSRIPBOS7","short_pith_number":"pith:V7I4Q2DZ","canonical_record":{"source":{"id":"1807.08982","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2018-07-24T09:18:32Z","cross_cats_sorted":["q-fin.CP","q-fin.GN"],"title_canon_sha256":"60467435094b86f7877aab26be7d1465526d6d7f0b03f44e179daf2e56145d84","abstract_canon_sha256":"8497805e7c262adc0eca83f70bfe958b5fc0ac4556e84ced255fae8f07fc58ef"},"schema_version":"1.0"},"canonical_sha256":"afd1c86879da494191770b25143c2e97cebd75ed6ad23f4251fcbf251efa9b4a","source":{"kind":"arxiv","id":"1807.08982","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1807.08982","created_at":"2026-05-18T00:09:57Z"},{"alias_kind":"arxiv_version","alias_value":"1807.08982v1","created_at":"2026-05-18T00:09:57Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1807.08982","created_at":"2026-05-18T00:09:57Z"},{"alias_kind":"pith_short_12","alias_value":"V7I4Q2DZ3JEU","created_at":"2026-05-18T12:32:59Z"},{"alias_kind":"pith_short_16","alias_value":"V7I4Q2DZ3JEUDELX","created_at":"2026-05-18T12:32:59Z"},{"alias_kind":"pith_short_8","alias_value":"V7I4Q2DZ","created_at":"2026-05-18T12:32:59Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2018:V7I4Q2DZ3JEUDELXBMSRIPBOS7","target":"record","payload":{"canonical_record":{"source":{"id":"1807.08982","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2018-07-24T09:18:32Z","cross_cats_sorted":["q-fin.CP","q-fin.GN"],"title_canon_sha256":"60467435094b86f7877aab26be7d1465526d6d7f0b03f44e179daf2e56145d84","abstract_canon_sha256":"8497805e7c262adc0eca83f70bfe958b5fc0ac4556e84ced255fae8f07fc58ef"},"schema_version":"1.0"},"canonical_sha256":"afd1c86879da494191770b25143c2e97cebd75ed6ad23f4251fcbf251efa9b4a","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:09:57.159737Z","signature_b64":"cSn89y0wJ5G9jGcTfbNRR64+bIPjcg3x1pa+ncu5vWgXSSzktXkJyRsyMak7GuemqI4nBel6sqH4Ugktcz/bCw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"afd1c86879da494191770b25143c2e97cebd75ed6ad23f4251fcbf251efa9b4a","last_reissued_at":"2026-05-18T00:09:57.159096Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:09:57.159096Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1807.08982","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:09:57Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"P9N8972zYOxc4+O2QnLSDY4Bc+2cZFvF9Ayw2tHVzG0fvcUgHrCgGhJwILsmteFvETWCbOgXBqNTYfiogEpnAQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-09T05:36:16.866331Z"},"content_sha256":"76bc9290c2864aed2b285e3ae43d7caabcee4468b6451053ec92c486e90cb98f","schema_version":"1.0","event_id":"sha256:76bc9290c2864aed2b285e3ae43d7caabcee4468b6451053ec92c486e90cb98f"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2018:V7I4Q2DZ3JEUDELXBMSRIPBOS7","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Utility maximization for L{\\'e}vy switching models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.CP","q-fin.GN"],"primary_cat":"math.PR","authors_text":"Lioudmila Vostrikova (LAREMA), Yuchao Dong","submitted_at":"2018-07-24T09:18:32Z","abstract_excerpt":"This article is devoted to the maximisation of HARA utilities of L{\\'e}vy switching process on finite time interval via dual method. We give the description of all f-divergence minimal martingale measures in initially enlarged filtration, the expression of their Radon-Nikodym densities involving Hellinger and Kulback-Leibler processes, the expressions of the optimal strategies in progressively enlarged filtration for the maximisation of HARA utilities as well as the values of the corresponding maximal expected utilities. The example of Brownian switching model is presented to give the financia"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1807.08982","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:09:57Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"r4YlKSjNYbsokjpF5XDjpepXqcxWu3rvlSkWMHLHzuZJBXQ7nC7vIYMDRfyt5yDbG2afSFY+OHT4ZOzvvRh+DA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-09T05:36:16.867069Z"},"content_sha256":"b90679e3ac869a7c3a2e1979855e5ed3b85d536a8ce8c1c81fdeb2da75d988e2","schema_version":"1.0","event_id":"sha256:b90679e3ac869a7c3a2e1979855e5ed3b85d536a8ce8c1c81fdeb2da75d988e2"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/V7I4Q2DZ3JEUDELXBMSRIPBOS7/bundle.json","state_url":"https://pith.science/pith/V7I4Q2DZ3JEUDELXBMSRIPBOS7/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/V7I4Q2DZ3JEUDELXBMSRIPBOS7/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":"2026-06-09T05:36:16Z","links":{"resolver":"https://pith.science/pith/V7I4Q2DZ3JEUDELXBMSRIPBOS7","bundle":"https://pith.science/pith/V7I4Q2DZ3JEUDELXBMSRIPBOS7/bundle.json","state":"https://pith.science/pith/V7I4Q2DZ3JEUDELXBMSRIPBOS7/state.json","well_known_bundle":"https://pith.science/.well-known/pith/V7I4Q2DZ3JEUDELXBMSRIPBOS7/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:V7I4Q2DZ3JEUDELXBMSRIPBOS7","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":"8497805e7c262adc0eca83f70bfe958b5fc0ac4556e84ced255fae8f07fc58ef","cross_cats_sorted":["q-fin.CP","q-fin.GN"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2018-07-24T09:18:32Z","title_canon_sha256":"60467435094b86f7877aab26be7d1465526d6d7f0b03f44e179daf2e56145d84"},"schema_version":"1.0","source":{"id":"1807.08982","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1807.08982","created_at":"2026-05-18T00:09:57Z"},{"alias_kind":"arxiv_version","alias_value":"1807.08982v1","created_at":"2026-05-18T00:09:57Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1807.08982","created_at":"2026-05-18T00:09:57Z"},{"alias_kind":"pith_short_12","alias_value":"V7I4Q2DZ3JEU","created_at":"2026-05-18T12:32:59Z"},{"alias_kind":"pith_short_16","alias_value":"V7I4Q2DZ3JEUDELX","created_at":"2026-05-18T12:32:59Z"},{"alias_kind":"pith_short_8","alias_value":"V7I4Q2DZ","created_at":"2026-05-18T12:32:59Z"}],"graph_snapshots":[{"event_id":"sha256:b90679e3ac869a7c3a2e1979855e5ed3b85d536a8ce8c1c81fdeb2da75d988e2","target":"graph","created_at":"2026-05-18T00:09:57Z","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":"This article is devoted to the maximisation of HARA utilities of L{\\'e}vy switching process on finite time interval via dual method. We give the description of all f-divergence minimal martingale measures in initially enlarged filtration, the expression of their Radon-Nikodym densities involving Hellinger and Kulback-Leibler processes, the expressions of the optimal strategies in progressively enlarged filtration for the maximisation of HARA utilities as well as the values of the corresponding maximal expected utilities. The example of Brownian switching model is presented to give the financia","authors_text":"Lioudmila Vostrikova (LAREMA), Yuchao Dong","cross_cats":["q-fin.CP","q-fin.GN"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2018-07-24T09:18:32Z","title":"Utility maximization for L{\\'e}vy switching models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1807.08982","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":"sha256:76bc9290c2864aed2b285e3ae43d7caabcee4468b6451053ec92c486e90cb98f","target":"record","created_at":"2026-05-18T00:09:57Z","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":"8497805e7c262adc0eca83f70bfe958b5fc0ac4556e84ced255fae8f07fc58ef","cross_cats_sorted":["q-fin.CP","q-fin.GN"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2018-07-24T09:18:32Z","title_canon_sha256":"60467435094b86f7877aab26be7d1465526d6d7f0b03f44e179daf2e56145d84"},"schema_version":"1.0","source":{"id":"1807.08982","kind":"arxiv","version":1}},"canonical_sha256":"afd1c86879da494191770b25143c2e97cebd75ed6ad23f4251fcbf251efa9b4a","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"afd1c86879da494191770b25143c2e97cebd75ed6ad23f4251fcbf251efa9b4a","first_computed_at":"2026-05-18T00:09:57.159096Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:09:57.159096Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"cSn89y0wJ5G9jGcTfbNRR64+bIPjcg3x1pa+ncu5vWgXSSzktXkJyRsyMak7GuemqI4nBel6sqH4Ugktcz/bCw==","signature_status":"signed_v1","signed_at":"2026-05-18T00:09:57.159737Z","signed_message":"canonical_sha256_bytes"},"source_id":"1807.08982","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:76bc9290c2864aed2b285e3ae43d7caabcee4468b6451053ec92c486e90cb98f","sha256:b90679e3ac869a7c3a2e1979855e5ed3b85d536a8ce8c1c81fdeb2da75d988e2"],"state_sha256":"f8994939c0c70428a3776abfb3ccda2b4af70d99894eb82d26f23cb250f50370"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"0zT4gReqDeBC8VN4zpY7uRoWmNiYJtHCKSI0D82NwvVjE9M2aPW14UO+DJVd6h8Fq25NqwnOxuvaDUnyiSYIAA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-09T05:36:16.871661Z","bundle_sha256":"7db0e43d5ecc138e4af6bc56ac2a9f45c8d01c80bc0dbf174c7829b11afb1d2f"}}