{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2021:WSFSJKKC2SEQAOG563BNZB5NS6","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":"18ab935daa22b72c1ba49a44ad148095070efdf01d1e6f75755e48d5402cde43","cross_cats_sorted":["cs.NA","math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2021-03-24T06:13:50Z","title_canon_sha256":"f1bd4c2a0f6f7ec5642f8cbc0fab99fee6566e61868e9b5c71369aab1d5566d5"},"schema_version":"1.0","source":{"id":"2103.13002","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2103.13002","created_at":"2026-07-05T06:06:51Z"},{"alias_kind":"arxiv_version","alias_value":"2103.13002v2","created_at":"2026-07-05T06:06:51Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2103.13002","created_at":"2026-07-05T06:06:51Z"},{"alias_kind":"pith_short_12","alias_value":"WSFSJKKC2SEQ","created_at":"2026-07-05T06:06:51Z"},{"alias_kind":"pith_short_16","alias_value":"WSFSJKKC2SEQAOG5","created_at":"2026-07-05T06:06:51Z"},{"alias_kind":"pith_short_8","alias_value":"WSFSJKKC","created_at":"2026-07-05T06:06:51Z"}],"graph_snapshots":[{"event_id":"sha256:0a1d6c411abc6c17380db2978b0c473c0203235fc7c4545da47db56655b33b6e","target":"graph","created_at":"2026-07-05T06:06:51Z","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/2103.13002/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"In this article, we present a method to construct a positivity-preserving numerical scheme for a jump-extended CEV (Constant Elasticity of Variance) process, whose jumps are governed by a spectrally positive $\\alpha$-stable process with $\\alpha \\in (1,2)$. The numerical scheme is obtained by making the diffusion coefficient $x^\\gamma$, where $\\gamma \\in (\\frac{1}{2},1)$, partially implicit and then finding the appropriate adjustment factor. We show that, for sufficiently small step size, the proposed scheme converges and theoretically achieves a strong convergence rate of at least $\\frac{1}{2}","authors_text":"Guanting Liu, Libo Li","cross_cats":["cs.NA","math.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2021-03-24T06:13:50Z","title":"A positivity preserving numerical scheme for the alpha-CEV process"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2103.13002","kind":"arxiv","version":2},"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":"sha256:01369625815e2159db6cd6266480e0c1554b298b65d6be0ba1bc00f14df835a4","target":"record","created_at":"2026-07-05T06:06:51Z","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":"18ab935daa22b72c1ba49a44ad148095070efdf01d1e6f75755e48d5402cde43","cross_cats_sorted":["cs.NA","math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2021-03-24T06:13:50Z","title_canon_sha256":"f1bd4c2a0f6f7ec5642f8cbc0fab99fee6566e61868e9b5c71369aab1d5566d5"},"schema_version":"1.0","source":{"id":"2103.13002","kind":"arxiv","version":2}},"canonical_sha256":"b48b24a942d4890038ddf6c2dc87ad97b2bb3362af8f991704f1b9a1f67a41ac","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"b48b24a942d4890038ddf6c2dc87ad97b2bb3362af8f991704f1b9a1f67a41ac","first_computed_at":"2026-07-05T06:06:51.563386Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T06:06:51.563386Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"hKMfJL8fixx1wgcUkeB8WMMhrnsFRWLCf4LCRiniYcrmMY3Sj2EE7Chuojodp7tzqkQCW2m9hsaZkJsMfEPnBQ==","signature_status":"signed_v1","signed_at":"2026-07-05T06:06:51.563860Z","signed_message":"canonical_sha256_bytes"},"source_id":"2103.13002","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:01369625815e2159db6cd6266480e0c1554b298b65d6be0ba1bc00f14df835a4","sha256:0a1d6c411abc6c17380db2978b0c473c0203235fc7c4545da47db56655b33b6e"],"state_sha256":"33563d38bbbcc1d4185c3789c912990df46db8b32fa83f4c61729c5c59323378"}