{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2013:Y6CPOE2NBBFSQ2QYK45CAEQYCG","short_pith_number":"pith:Y6CPOE2N","schema_version":"1.0","canonical_sha256":"c784f7134d084b286a18573a20121811b3481c538fb4f2b061b87301f9230148","source":{"kind":"arxiv","id":"1303.2950","version":4},"attestation_state":"computed","paper":{"title":"Dynamic Credit Investment in Partially Observed Markets","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.PM","authors_text":"Agostino Capponi, Andrea Pascucci, Jose Enrique Figueroa Lopez","submitted_at":"2013-03-12T16:52:34Z","abstract_excerpt":"We consider the problem of maximizing expected utility for a power investor who can allocate his wealth in a stock, a defaultable security, and a money market account. The dynamics of these security prices are governed by geometric Brownian motions modulated by a hidden continuous time finite state Markov chain. We reduce the partially observed stochastic control problem to a complete observation risk sensitive control problem via the filtered regime switching probabilities. We separate the latter into pre-default and post-default dynamic optimization subproblems, and obtain two coupled Hamilt"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1303.2950","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2013-03-12T16:52:34Z","cross_cats_sorted":[],"title_canon_sha256":"3a584eba63c9315790140458f17a1ff5b80159cf897141f52081af8b06d68fe4","abstract_canon_sha256":"8fc33d9a8c74d100e926068fd56f3dfd6f6ecd64b54abafd822139b47e58d54f"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:50:34.165863Z","signature_b64":"nc8Pyxm/Q9fslAKjzYj6UO2d29pH3nsmrYiUoEWBmvDsfiEvODf+RFSJSaGpE0z/NSwr7w7pCzxCyCBuZs2vCA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"c784f7134d084b286a18573a20121811b3481c538fb4f2b061b87301f9230148","last_reissued_at":"2026-05-18T02:50:34.165342Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:50:34.165342Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Dynamic Credit Investment in Partially Observed Markets","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.PM","authors_text":"Agostino Capponi, Andrea Pascucci, Jose Enrique Figueroa Lopez","submitted_at":"2013-03-12T16:52:34Z","abstract_excerpt":"We consider the problem of maximizing expected utility for a power investor who can allocate his wealth in a stock, a defaultable security, and a money market account. The dynamics of these security prices are governed by geometric Brownian motions modulated by a hidden continuous time finite state Markov chain. We reduce the partially observed stochastic control problem to a complete observation risk sensitive control problem via the filtered regime switching probabilities. We separate the latter into pre-default and post-default dynamic optimization subproblems, and obtain two coupled Hamilt"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1303.2950","kind":"arxiv","version":4},"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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1303.2950","created_at":"2026-05-18T02:50:34.165431+00:00"},{"alias_kind":"arxiv_version","alias_value":"1303.2950v4","created_at":"2026-05-18T02:50:34.165431+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1303.2950","created_at":"2026-05-18T02:50:34.165431+00:00"},{"alias_kind":"pith_short_12","alias_value":"Y6CPOE2NBBFS","created_at":"2026-05-18T12:28:06.772260+00:00"},{"alias_kind":"pith_short_16","alias_value":"Y6CPOE2NBBFSQ2QY","created_at":"2026-05-18T12:28:06.772260+00:00"},{"alias_kind":"pith_short_8","alias_value":"Y6CPOE2N","created_at":"2026-05-18T12:28:06.772260+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/Y6CPOE2NBBFSQ2QYK45CAEQYCG","json":"https://pith.science/pith/Y6CPOE2NBBFSQ2QYK45CAEQYCG.json","graph_json":"https://pith.science/api/pith-number/Y6CPOE2NBBFSQ2QYK45CAEQYCG/graph.json","events_json":"https://pith.science/api/pith-number/Y6CPOE2NBBFSQ2QYK45CAEQYCG/events.json","paper":"https://pith.science/paper/Y6CPOE2N"},"agent_actions":{"view_html":"https://pith.science/pith/Y6CPOE2NBBFSQ2QYK45CAEQYCG","download_json":"https://pith.science/pith/Y6CPOE2NBBFSQ2QYK45CAEQYCG.json","view_paper":"https://pith.science/paper/Y6CPOE2N","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1303.2950&json=true","fetch_graph":"https://pith.science/api/pith-number/Y6CPOE2NBBFSQ2QYK45CAEQYCG/graph.json","fetch_events":"https://pith.science/api/pith-number/Y6CPOE2NBBFSQ2QYK45CAEQYCG/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/Y6CPOE2NBBFSQ2QYK45CAEQYCG/action/timestamp_anchor","attest_storage":"https://pith.science/pith/Y6CPOE2NBBFSQ2QYK45CAEQYCG/action/storage_attestation","attest_author":"https://pith.science/pith/Y6CPOE2NBBFSQ2QYK45CAEQYCG/action/author_attestation","sign_citation":"https://pith.science/pith/Y6CPOE2NBBFSQ2QYK45CAEQYCG/action/citation_signature","submit_replication":"https://pith.science/pith/Y6CPOE2NBBFSQ2QYK45CAEQYCG/action/replication_record"}},"created_at":"2026-05-18T02:50:34.165431+00:00","updated_at":"2026-05-18T02:50:34.165431+00:00"}