Paper Citation Record · LEDGER

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients

As of 11 August 2026, this Paper Citation Record lists 30 of 30 outbound references and 0 inbound Pith citation observations for arXiv:2607.18192.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2607.18192 v1

Coverage vector

measured 30 of 30 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-01T15:52:56.640592Z

measured 30 of 30 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-11T06:34:44.6726+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

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measured 0 of 1 external citation measurements

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Source: cited_works

Reference resolution

30 of 30 outbound references displayed

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Outbound references

Observation fa3de1f1-1edf-49d5-836f-b3d995dc0521 · outbound

This paper cites Nonexponential Sanov and Schilder the- orems on Wiener space: BSDEs, Schr¨ odinger problems and control,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Nonexponential Sanov and Schilder the- orems on Wiener space: BSDEs, Schr¨ odinger problems and control,

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:54.023141Z

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Observation c2dc1f42-7322-455f-9ed0-76ec85b6c129 · outbound

This paper cites On ws-convergence of product measures.,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients On ws-convergence of product measures.,

Reference 2

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Observation 93841df1-4712-41ae-a7e8-40800d8f08e6 · outbound

This paper cites an unresolved cited work.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Unresolved cited work

Reference 3

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Observation 2dcb4dcf-35dd-4ce7-88be-7fbda1684634 · outbound

This paper cites A variational representation for certain functionals of Brownian motion,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients A variational representation for certain functionals of Brownian motion,

Reference 4

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Observation 08204687-c8e9-4fe4-a94a-7b1d35d45026 · outbound

This paper cites Risk-sensitive and robust escape control for degenerate diffusion processes,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Risk-sensitive and robust escape control for degenerate diffusion processes,

Reference 5

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:54.524444Z

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Observation 3f6e6c1f-7f5b-454e-a95e-84651775702a · outbound

This paper cites Carmona and F.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Carmona and F

Reference 6

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Observation d12fc902-40f2-4dac-9164-d9e92f1aaf4b · outbound

This paper cites Change of variable formulas for non-anticipative functionals on path space,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Change of variable formulas for non-anticipative functionals on path space,

Reference 7

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Observation a05f5a1f-6bef-42ba-86db-cd0526cd2d1f · outbound

This paper cites Crandall-Lions viscosity solutions for path-dependent PDEs: The case of heat equation,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Crandall-Lions viscosity solutions for path-dependent PDEs: The case of heat equation,

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:54.910856Z

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Observation 39b9abce-f577-424a-8221-46cdffc7c201 · outbound

This paper cites Criens and M.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Criens and M

Reference 9

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Observation 20c15734-6cb6-4d25-9f83-38b1434bb4bc · outbound

This paper cites Nonlinear continuous semimartingales,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Nonlinear continuous semimartingales,

Reference 10

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Observation d8f2a695-ef2a-4b32-8831-ab3f88526a85 · outbound

This paper cites Nonlinear semimartingales and Markov processes with jumps,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Nonlinear semimartingales and Markov processes with jumps,

Reference 11

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:55.260125Z

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Observation 1adee8b4-b00f-49e1-bf2b-248c41fddeaf · outbound

This paper cites Risk-sensitive and robust escape criteria,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Risk-sensitive and robust escape criteria,

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:55.422209Z

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Observation f86c84f7-a1eb-449e-b1c8-28e3be2dcd15 · outbound

This paper cites Martingale measures and stochastic calculus,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Martingale measures and stochastic calculus,

Reference 13

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Observation ef620c16-0c35-4d2e-a572-f5f5ef5741f9 · outbound

This paper cites Existence of an optimal Markovian filter for the control under partial observations,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Existence of an optimal Markovian filter for the control under partial observations,

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:55.516749Z

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Observation a9c34bb3-14ee-4d05-bacc-8713c260b213 · outbound

This paper cites Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems

Reference 15

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Observation ac7fb943-3405-4d8c-8f29-3704ff5c77cb · outbound

This paper cites an unresolved cited work.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Unresolved cited work

Reference 16

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Observation 7e1fa42a-b196-46ad-8241-2d75bad170f6 · outbound

This paper cites Large deviations in safety-critical systems with probabilistic initial conditions,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Large deviations in safety-critical systems with probabilistic initial conditions,

Reference 17

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:55.924619Z

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Observation 82028e1f-c173-4d8a-9c6a-2a8d4e145328 · outbound

This paper cites Hu and N.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Hu and N

Reference 18

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:56.090104Z

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Observation df31f648-dad7-49e2-9824-0f2a33d7a3c9 · outbound

This paper cites Jacod,Calcul Stochastique et Probl` emes de Martingales(Lect.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Jacod,Calcul Stochastique et Probl` emes de Martingales(Lect

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:56.191383Z

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Observation a7f004d0-fc7e-491d-b761-bc6609d8f2e7 · outbound

This paper cites Jacod and A.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Jacod and A

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:56.356285Z

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Observation 7663c52f-b511-4473-bd0d-e90472d16e4d · outbound

This paper cites Asymptotic analysis of nonlinear stochastic risk-sensitive control and differen- tial games,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Asymptotic analysis of nonlinear stochastic risk-sensitive control and differen- tial games,

Reference 21

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Observation df5dbda5-2253-41b7-a1b4-788cbead3f3f · outbound

This paper cites Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations. I: The dynamic programming principle and applications,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations. I: The dynamic programming principle and applications,

Reference 22

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:56.616353Z

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Observation 499575e9-9eea-41d1-8463-dde49f7582b7 · outbound

This paper cites Large deviations for non-Markovian diffusions and a path-dependent eikonal equation,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Large deviations for non-Markovian diffusions and a path-dependent eikonal equation,

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:56.619270Z

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Observation b3dc8e76-b4d0-46d5-bf8b-5ae1742c2df0 · outbound

This paper cites Survey on path-dependent PDEs,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Survey on path-dependent PDEs,

Reference 24

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Observation fe88cef3-05a8-4bbe-9cf4-278b1144f043 · outbound

This paper cites Comparison of viscosity solutions of semilinear path- dependent PDEs,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Comparison of viscosity solutions of semilinear path- dependent PDEs,

Reference 25

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:56.625274Z

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Observation c426f57f-a497-42eb-a410-2a902895f9dd · outbound

This paper cites an unresolved cited work.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Unresolved cited work

Reference 26

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:56.628874Z

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Observation 3fe6f2db-747a-4277-bed0-d3ffb4812428 · outbound

This paper cites Some minimax theorems,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Some minimax theorems,

Reference 27

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:56.631643Z

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Observation f943d4fc-d4dd-4586-8d75-b9ad1e7e5f90 · outbound

This paper cites Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equa- tions and applications,.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equa- tions and applications,

Reference 28

Resolution: unresolved; no resolver link, observed 2026-08-01T15:52:56.634291Z

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Observation 469afad4-8abf-45c2-b904-e1300faf9ccf · outbound

This paper cites an unresolved cited work.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Unresolved cited work

Reference 29

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Observation 032a706c-a306-4bfc-bfa2-8bb18b7e8378 · outbound

This paper cites Viscosity Solutions for HJB Equations on the Process Space.

Risk-sensitive exit-time control for stochastic differential equations with path-dependent coefficients Viscosity Solutions for HJB Equations on the Process Space

Reference 2025

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