Related papers: Useful martingales for stochastic storage processe…
This paper has been withdrawn by the authors due to an unlikely results.
This paper has been withdrawn
This paper has been withdrawn by the author due to some mistakes
This paper has been withdrawn by the authors.
In the development of stochastic integration and the theory of semimartingales, Markov processes have been a constant source of inspiration. Despite this historical interweaving, it turned out that semimartingales should be considered the…
This paper has been withdrawn by the author. This draft is withdrawn for its poor quality in english, unfortunately produced by the author when he was just starting his science route. Look at the ICML version instead:…
This paper was withdrawn by arXiv administrators. It is an erroneous duplicate submission of math.NA/0405095.
Two-dimensional (2D) materials have showed widespread applications in energy storage and conversion owning to their unique physicochemical, and electronic properties. Most of the valuable information for the materials, such as their…
This paper has been withdrawn by the authors pending corrections.
This paper provides well-posedness results and stochastic representations for the solutions to equations involving both the right- and the left-sided generalized operators of Caputo type. As a special case, these results show the interplay…
This paper has been withdrawn by the author due to some problems.
By using large deviation theory that deals with the decay of probabilities of rare events on an exponential scale, we study the longtime behaviors and establish action functionals for scaled Brownian motion and L\'evy processes with…
This paper has been withdrawn by the author(s)
This paper has been withdrawn by the author
This paper has been withdrawn by the author due to a crucial problem associated with Figs. 2 and 3.
The article is withdrawn. Its content is contained in the final version of arXiv:0805.1634.
We demonstrate that backward stochastic differential equations (BSDE) may be reformulated as ordinary functional differential equations on certain path spaces. In this framework, neither It\^{o}'s integrals nor martingale representation…
This paper has been withdrawn by the authour.
We prove Davis decompositions for vector valued Hardy martingales and illustrate their use. This paper continues our previous work on Davis and Garsia inequalities for scalar Hardy martingales.
This paper has been withdrawn by the corresponding author because the newest version is now published in Journal of Discrete Algorithms.