{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2017:IBVYOPDMLFMD7OYWY37CCHZS54","short_pith_number":"pith:IBVYOPDM","schema_version":"1.0","canonical_sha256":"406b873c6c59583fbb16c6fe211f32ef3958ec7cff197eca374c178028c13df7","source":{"kind":"arxiv","id":"1701.02167","version":3},"attestation_state":"computed","paper":{"title":"Stability for gains from large investors' strategies in M1/J1 topologies","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.MF","authors_text":"Dirk Becherer, Peter Frentrup, Todor Bilarev","submitted_at":"2017-01-09T13:21:47Z","abstract_excerpt":"We prove continuity of a controlled SDE solution in Skorokhod's $M_1$ and $J_1$ topologies and also uniformly, in probability, as a non-linear functional of the control strategy. The functional comes from a finance problem to model price impact of a large investor in an illiquid market. We show that $M_1$-continuity is the key to ensure that proceeds and wealth processes from (self-financing) c\\`{a}dl\\`{a}g trading strategies are determined as the continuous extensions for those from continuous strategies. We demonstrate by examples how continuity properties are useful to solve different stoch"},"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":"1701.02167","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2017-01-09T13:21:47Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"b729f41fbf99e9edbe4173f81c5bcb0c9aae650964b69d9838e7f38a9f1aa8f3","abstract_canon_sha256":"5f3835732d668ae6cd7170a65993656e25ad70dc15733e1623676df3082fc2af"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:42:14.444894Z","signature_b64":"rzs18xtNQG65QUr8ra6g4ul3PcQL5xqGHiD7IGdDHs3itlQi55I4z4EXm3+KAoF+IIGeAh0YWhmCjGYhOrCLBg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"406b873c6c59583fbb16c6fe211f32ef3958ec7cff197eca374c178028c13df7","last_reissued_at":"2026-05-17T23:42:14.444196Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:42:14.444196Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Stability for gains from large investors' strategies in M1/J1 topologies","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.MF","authors_text":"Dirk Becherer, Peter Frentrup, Todor Bilarev","submitted_at":"2017-01-09T13:21:47Z","abstract_excerpt":"We prove continuity of a controlled SDE solution in Skorokhod's $M_1$ and $J_1$ topologies and also uniformly, in probability, as a non-linear functional of the control strategy. The functional comes from a finance problem to model price impact of a large investor in an illiquid market. We show that $M_1$-continuity is the key to ensure that proceeds and wealth processes from (self-financing) c\\`{a}dl\\`{a}g trading strategies are determined as the continuous extensions for those from continuous strategies. We demonstrate by examples how continuity properties are useful to solve different stoch"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1701.02167","kind":"arxiv","version":3},"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":"1701.02167","created_at":"2026-05-17T23:42:14.444306+00:00"},{"alias_kind":"arxiv_version","alias_value":"1701.02167v3","created_at":"2026-05-17T23:42:14.444306+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1701.02167","created_at":"2026-05-17T23:42:14.444306+00:00"},{"alias_kind":"pith_short_12","alias_value":"IBVYOPDMLFMD","created_at":"2026-05-18T12:31:21.493067+00:00"},{"alias_kind":"pith_short_16","alias_value":"IBVYOPDMLFMD7OYW","created_at":"2026-05-18T12:31:21.493067+00:00"},{"alias_kind":"pith_short_8","alias_value":"IBVYOPDM","created_at":"2026-05-18T12:31:21.493067+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/IBVYOPDMLFMD7OYWY37CCHZS54","json":"https://pith.science/pith/IBVYOPDMLFMD7OYWY37CCHZS54.json","graph_json":"https://pith.science/api/pith-number/IBVYOPDMLFMD7OYWY37CCHZS54/graph.json","events_json":"https://pith.science/api/pith-number/IBVYOPDMLFMD7OYWY37CCHZS54/events.json","paper":"https://pith.science/paper/IBVYOPDM"},"agent_actions":{"view_html":"https://pith.science/pith/IBVYOPDMLFMD7OYWY37CCHZS54","download_json":"https://pith.science/pith/IBVYOPDMLFMD7OYWY37CCHZS54.json","view_paper":"https://pith.science/paper/IBVYOPDM","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1701.02167&json=true","fetch_graph":"https://pith.science/api/pith-number/IBVYOPDMLFMD7OYWY37CCHZS54/graph.json","fetch_events":"https://pith.science/api/pith-number/IBVYOPDMLFMD7OYWY37CCHZS54/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/IBVYOPDMLFMD7OYWY37CCHZS54/action/timestamp_anchor","attest_storage":"https://pith.science/pith/IBVYOPDMLFMD7OYWY37CCHZS54/action/storage_attestation","attest_author":"https://pith.science/pith/IBVYOPDMLFMD7OYWY37CCHZS54/action/author_attestation","sign_citation":"https://pith.science/pith/IBVYOPDMLFMD7OYWY37CCHZS54/action/citation_signature","submit_replication":"https://pith.science/pith/IBVYOPDMLFMD7OYWY37CCHZS54/action/replication_record"}},"created_at":"2026-05-17T23:42:14.444306+00:00","updated_at":"2026-05-17T23:42:14.444306+00:00"}