{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2012:XMLEUHLZV7PTFKFTEWEFSW3DAZ","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":"50eb3abffb3e35f13dc5f22b18b8e308245d2ac760c914d475f0d0e248700bd8","cross_cats_sorted":["q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2012-02-14T10:20:19Z","title_canon_sha256":"ed0814391cd6497e14faba146c85d9df2d58e996745cb5d6722750db30391f85"},"schema_version":"1.0","source":{"id":"1202.2980","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1202.2980","created_at":"2026-05-18T04:02:24Z"},{"alias_kind":"arxiv_version","alias_value":"1202.2980v1","created_at":"2026-05-18T04:02:24Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1202.2980","created_at":"2026-05-18T04:02:24Z"},{"alias_kind":"pith_short_12","alias_value":"XMLEUHLZV7PT","created_at":"2026-05-18T12:27:27Z"},{"alias_kind":"pith_short_16","alias_value":"XMLEUHLZV7PTFKFT","created_at":"2026-05-18T12:27:27Z"},{"alias_kind":"pith_short_8","alias_value":"XMLEUHLZ","created_at":"2026-05-18T12:27:27Z"}],"graph_snapshots":[{"event_id":"sha256:b05c6231c3b5585a9234c72efcf647f1670f122430aed09d241a5b5dba28f1fe","target":"graph","created_at":"2026-05-18T04:02:24Z","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":"Given a Markovian Brownian martingale $Z$, we build a process $X$ which is a martingale in its own filtration and satisfies $X_1 = Z_1$. We call $X$ a dynamic bridge, because its terminal value $Z_1$ is not known in advance. We compute explicitly its semimartingale decomposition under both its own filtration $\\cF^X$ and the filtration $\\cF^{X,Z}$ jointly generated by $X$ and $Z$. Our construction is heavily based on parabolic PDE's and filtering techniques. As an application, we explicitly solve an equilibrium model with insider trading, that can be viewed as a non-Gaussian generalization of B","authors_text":"Albina Danilova, Luciano Campi, Umut \\c{C}etin","cross_cats":["q-fin.CP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2012-02-14T10:20:19Z","title":"Dynamic Markov bridges motivated by models of insider trading"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1202.2980","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:f96697f15120017ef980f0b76e0a8d07f88378960221342a5878a1d589c1966c","target":"record","created_at":"2026-05-18T04:02:24Z","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":"50eb3abffb3e35f13dc5f22b18b8e308245d2ac760c914d475f0d0e248700bd8","cross_cats_sorted":["q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2012-02-14T10:20:19Z","title_canon_sha256":"ed0814391cd6497e14faba146c85d9df2d58e996745cb5d6722750db30391f85"},"schema_version":"1.0","source":{"id":"1202.2980","kind":"arxiv","version":1}},"canonical_sha256":"bb164a1d79afdf32a8b32588595b630665bc319594fb065e3317af59b704eac7","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"bb164a1d79afdf32a8b32588595b630665bc319594fb065e3317af59b704eac7","first_computed_at":"2026-05-18T04:02:24.477234Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:02:24.477234Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"hus8iQAJepiqS/kLo58KYh9cCrDAJbs8+QRojc/L2r+Xg0Zh7Xi0dPSLXNOIIk17Ioc7uTfQsgrleP9kERzPDg==","signature_status":"signed_v1","signed_at":"2026-05-18T04:02:24.477835Z","signed_message":"canonical_sha256_bytes"},"source_id":"1202.2980","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:f96697f15120017ef980f0b76e0a8d07f88378960221342a5878a1d589c1966c","sha256:b05c6231c3b5585a9234c72efcf647f1670f122430aed09d241a5b5dba28f1fe"],"state_sha256":"a535f16dd75db074246c7ce58a30659d8ecbf522cbd03c661124f3155c491469"}