Pith Number

pith:YYLIFL66

pith:2011:YYLIFL66HNAT6I3XMXEDBMR7FO

not attested not anchored not stored refs pending

Marginal density expansions for diffusions and stochastic volatility, part I: Theoretical Foundations

A. Jacquier, J. D. Deuschel, P. K. Friz, S. Violante

arxiv:1111.2462 v2 · 2011-11-10 · math.PR · q-fin.PR

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{YYLIFL66HNAT6I3XMXEDBMR7FO}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more · Embed verified badge

Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Receipt and verification

First computed	2026-05-18T03:22:19.068687Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

c61682afde3b413f237765c830b23f2bb55481841c5b85a1145623da985e4e7f

Aliases

arxiv: 1111.2462 · arxiv_version: 1111.2462v2 · doi: 10.48550/arxiv.1111.2462 · pith_short_12: YYLIFL66HNAT · pith_short_16: YYLIFL66HNAT6I3X · pith_short_8: YYLIFL66

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/YYLIFL66HNAT6I3XMXEDBMR7FO \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: c61682afde3b413f237765c830b23f2bb55481841c5b85a1145623da985e4e7f

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "51c15fddb1d4ecede3025bf1a2ee3df675156f5829bdea3d45a8297086062583",
    "cross_cats_sorted": [
      "q-fin.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "math.PR",
    "submitted_at": "2011-11-10T12:38:00Z",
    "title_canon_sha256": "35f4c31e2cad5374ec22e18ba502a9b03e0cef42e02a5cb97cb758a6d8c5b565"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1111.2462",
    "kind": "arxiv",
    "version": 2
  }
}