{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2013:VEJIGRX4IUY3AGKZ56YCFGMTCA","short_pith_number":"pith:VEJIGRX4","canonical_record":{"source":{"id":"1304.5040","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2013-04-18T07:46:12Z","cross_cats_sorted":["math.OC"],"title_canon_sha256":"d86e760664d28a677964a0ea2c736bc57cab0280605a534387faebf3b3e9d7a5","abstract_canon_sha256":"106c8251917f2c9c16fd263920a0db5da3fec06510755f13a367fa6574e6d48f"},"schema_version":"1.0"},"canonical_sha256":"a9128346fc4531b01959efb0229993102e930ed3d894adabd6a439c6bac72439","source":{"kind":"arxiv","id":"1304.5040","version":3},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1304.5040","created_at":"2026-05-18T01:33:57Z"},{"alias_kind":"arxiv_version","alias_value":"1304.5040v3","created_at":"2026-05-18T01:33:57Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1304.5040","created_at":"2026-05-18T01:33:57Z"},{"alias_kind":"pith_short_12","alias_value":"VEJIGRX4IUY3","created_at":"2026-05-18T12:28:04Z"},{"alias_kind":"pith_short_16","alias_value":"VEJIGRX4IUY3AGKZ","created_at":"2026-05-18T12:28:04Z"},{"alias_kind":"pith_short_8","alias_value":"VEJIGRX4","created_at":"2026-05-18T12:28:04Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2013:VEJIGRX4IUY3AGKZ56YCFGMTCA","target":"record","payload":{"canonical_record":{"source":{"id":"1304.5040","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2013-04-18T07:46:12Z","cross_cats_sorted":["math.OC"],"title_canon_sha256":"d86e760664d28a677964a0ea2c736bc57cab0280605a534387faebf3b3e9d7a5","abstract_canon_sha256":"106c8251917f2c9c16fd263920a0db5da3fec06510755f13a367fa6574e6d48f"},"schema_version":"1.0"},"canonical_sha256":"a9128346fc4531b01959efb0229993102e930ed3d894adabd6a439c6bac72439","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:33:57.228454Z","signature_b64":"Yd7F7WVy1IP0xnyEiVWOCqxMEQQ7xiIjp95a2t0iZ1/BXO8fm3j5e9l7sJXC0AAiJqIdkQAZbADpuF7R+F5KCA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"a9128346fc4531b01959efb0229993102e930ed3d894adabd6a439c6bac72439","last_reissued_at":"2026-05-18T01:33:57.228008Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:33:57.228008Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1304.5040","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":"2026-05-18T01:33:57Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"LJdj+R/ZtGndDd2kvoIkA+wmt0CJHzwyD8YOlmfK3IA4AMg3vexoNnzw2vpeQk1mVHg42FW9zx/wp5BMlgesAg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-30T18:56:47.574970Z"},"content_sha256":"e2c2530e87136abec144586aac7396ec32c9df9fae20921dabf618304c6cdcf7","schema_version":"1.0","event_id":"sha256:e2c2530e87136abec144586aac7396ec32c9df9fae20921dabf618304c6cdcf7"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2013:VEJIGRX4IUY3AGKZ56YCFGMTCA","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Dynamic robust duality in utility maximization","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC"],"primary_cat":"q-fin.PM","authors_text":"Agn\\`Es Sulem, Bernt {\\O}ksendal","submitted_at":"2013-04-18T07:46:12Z","abstract_excerpt":"A celebrated financial application of convex duality theory gives an explicit relation between the following two quantities:\n  (i) The optimal terminal wealth $X^*(T) : = X_{\\varphi^*}(T)$ of the problem to maximize the expected $U$-utility of the terminal wealth $X_{\\varphi}(T)$ generated by admissible portfolios $\\varphi(t), 0 \\leq t \\leq T$ in a market with the risky asset price process modeled as a semimartingale;\n  (ii) The optimal scenario $\\frac{dQ^*}{dP}$ of the dual problem to minimize the expected $V$-value of $\\frac{dQ}{dP}$ over a family of equivalent local martingale measures $Q$,"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1304.5040","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":"2026-05-18T01:33:57Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"rS+I85YHrnNClE+OEZmtOurYbAsRH5Iq/wHCzS6LLZ7pp8/qOF2uaFvdxW7I4njIwlYKMimLMvL1oqqG4j6wDA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-30T18:56:47.575349Z"},"content_sha256":"13e0f0defea0d88445318179f8c56811a08ce2a8fe1bf9f7c3163df9d9641008","schema_version":"1.0","event_id":"sha256:13e0f0defea0d88445318179f8c56811a08ce2a8fe1bf9f7c3163df9d9641008"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/VEJIGRX4IUY3AGKZ56YCFGMTCA/bundle.json","state_url":"https://pith.science/pith/VEJIGRX4IUY3AGKZ56YCFGMTCA/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/VEJIGRX4IUY3AGKZ56YCFGMTCA/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":"2026-05-30T18:56:47Z","links":{"resolver":"https://pith.science/pith/VEJIGRX4IUY3AGKZ56YCFGMTCA","bundle":"https://pith.science/pith/VEJIGRX4IUY3AGKZ56YCFGMTCA/bundle.json","state":"https://pith.science/pith/VEJIGRX4IUY3AGKZ56YCFGMTCA/state.json","well_known_bundle":"https://pith.science/.well-known/pith/VEJIGRX4IUY3AGKZ56YCFGMTCA/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:VEJIGRX4IUY3AGKZ56YCFGMTCA","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":"106c8251917f2c9c16fd263920a0db5da3fec06510755f13a367fa6574e6d48f","cross_cats_sorted":["math.OC"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2013-04-18T07:46:12Z","title_canon_sha256":"d86e760664d28a677964a0ea2c736bc57cab0280605a534387faebf3b3e9d7a5"},"schema_version":"1.0","source":{"id":"1304.5040","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1304.5040","created_at":"2026-05-18T01:33:57Z"},{"alias_kind":"arxiv_version","alias_value":"1304.5040v3","created_at":"2026-05-18T01:33:57Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1304.5040","created_at":"2026-05-18T01:33:57Z"},{"alias_kind":"pith_short_12","alias_value":"VEJIGRX4IUY3","created_at":"2026-05-18T12:28:04Z"},{"alias_kind":"pith_short_16","alias_value":"VEJIGRX4IUY3AGKZ","created_at":"2026-05-18T12:28:04Z"},{"alias_kind":"pith_short_8","alias_value":"VEJIGRX4","created_at":"2026-05-18T12:28:04Z"}],"graph_snapshots":[{"event_id":"sha256:13e0f0defea0d88445318179f8c56811a08ce2a8fe1bf9f7c3163df9d9641008","target":"graph","created_at":"2026-05-18T01:33:57Z","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":"A celebrated financial application of convex duality theory gives an explicit relation between the following two quantities:\n  (i) The optimal terminal wealth $X^*(T) : = X_{\\varphi^*}(T)$ of the problem to maximize the expected $U$-utility of the terminal wealth $X_{\\varphi}(T)$ generated by admissible portfolios $\\varphi(t), 0 \\leq t \\leq T$ in a market with the risky asset price process modeled as a semimartingale;\n  (ii) The optimal scenario $\\frac{dQ^*}{dP}$ of the dual problem to minimize the expected $V$-value of $\\frac{dQ}{dP}$ over a family of equivalent local martingale measures $Q$,","authors_text":"Agn\\`Es Sulem, Bernt {\\O}ksendal","cross_cats":["math.OC"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2013-04-18T07:46:12Z","title":"Dynamic robust duality in utility maximization"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1304.5040","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:e2c2530e87136abec144586aac7396ec32c9df9fae20921dabf618304c6cdcf7","target":"record","created_at":"2026-05-18T01:33:57Z","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":"106c8251917f2c9c16fd263920a0db5da3fec06510755f13a367fa6574e6d48f","cross_cats_sorted":["math.OC"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2013-04-18T07:46:12Z","title_canon_sha256":"d86e760664d28a677964a0ea2c736bc57cab0280605a534387faebf3b3e9d7a5"},"schema_version":"1.0","source":{"id":"1304.5040","kind":"arxiv","version":3}},"canonical_sha256":"a9128346fc4531b01959efb0229993102e930ed3d894adabd6a439c6bac72439","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"a9128346fc4531b01959efb0229993102e930ed3d894adabd6a439c6bac72439","first_computed_at":"2026-05-18T01:33:57.228008Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:33:57.228008Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"Yd7F7WVy1IP0xnyEiVWOCqxMEQQ7xiIjp95a2t0iZ1/BXO8fm3j5e9l7sJXC0AAiJqIdkQAZbADpuF7R+F5KCA==","signature_status":"signed_v1","signed_at":"2026-05-18T01:33:57.228454Z","signed_message":"canonical_sha256_bytes"},"source_id":"1304.5040","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:e2c2530e87136abec144586aac7396ec32c9df9fae20921dabf618304c6cdcf7","sha256:13e0f0defea0d88445318179f8c56811a08ce2a8fe1bf9f7c3163df9d9641008"],"state_sha256":"582cb824a1f06afe5a9bfe9e11fc7c49f38a59d3816ef409f093a3fd8447da77"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"n0R+Auah7a2KJw70EdD7lw1IVIcrK/fs2FkD2SszTYmomfB4BQEUw3VQGc+caaXF8MnjM9YA3jHsJNrP0UanBA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-30T18:56:47.577709Z","bundle_sha256":"c76038fc88da6db2a917851a5a9dbe9ba593cf0aabc2c0b7be7c87518abca48a"}}