Related papers: Useful martingales for stochastic storage processe…

The paper has been withdrawn by the author because the result obtained has been reported earlier by other authors.

Our main result is the martingale representations for Markov additive processes where the modulator is a Levy process. These processes have three parts: the modulator, the jumps of the ordinate triggered by the modulator, and the…

This paper has been withdrawn by the author due to need for more improvement.

This paper has been withdrawn by the author due to some problems.

This paper has been withdrawn by the author, since now all four parts of the review are available as a single file 0804.1639. I also made some revision of the text in order to avoid misprints and some inaccurate expressions.

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This paper has been withdrawn by the author due to a crucial error in the formulation.

This paper is withdrawn because the results in the paper are included in a paper to be published in Mathematical and Computer Modelling.

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The paper has been withdrawn by the author.

This paper has been withdrawn.

This paper has been withdrawn.

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This paper has been withdrawn by the author due to a crucial error.

This paper has been withdrawn by the author because it has been substantially modified.

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In this paper, we deal with a class of backward doubly stochastic differential equations (BDSDEs, in short) involving subdifferential operator of a convex function and driven by Teugels martingales associated with a L\'evy process. We show…

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This paper has been withdrawn by the author.