Related papers: Useful martingales for stochastic storage processe…

This paper has been withdrawn temporarily.

In the present paper, we obtain an explicit product formula for products of multiple integrals w.r.t. a random measure associated with a L\'evy process. As a building block, we use a representation formula for products of martingales from a…

This paper has been withdrawn by the authors until some changes are made.

This paper has been withdrawn.

This paper has been withdrawn for the reasons mentioned in the Comments.

In this note we re-examine the analysis of the paper "On the martingale property of stochastic exponentials" by B. Wong and C.C. Heyde, Journal of Applied Probability, 41(3):654-664, 2004. Some counterexamples are presented and alternative…

The paper has been withdrawn.

This paper has been withdrawn by the author, due to necessity of revision.

This paper has been withdrawn by the author.

This paper has been withdrawn by the authors. A substantially altered paper will be submitted incorporating major corrections, additions and improvements.

In this paper, we obtain explicit product and moment formulas for products of iterated integrals generated by families of square integrable martingales associated with an arbitrary L\'evy process. We propose a new approach applying the…

This paper has been withdrawn by the author due to the need for further revision.

This paper has been withdrawn by the author due to a crucial sign error.

This paper has been withdrawn.

This paper has been withdrawn by the author, due a crucial error in the optimization. For the last one month I have been trying to remove the error, but it seems to take a lot of time so I decided to withdraw this paper for the moment.

This paper has been withdrawn by the author due to its main result being included in cond-mat/0403309 by the same author.

This paper has been withdrawn by the author.

In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…

The paper has been withdrawn due to numerical error.

This paper has been withdrawn due to its publication