wanyu/IteraTeR_full_sent huggingface dataset:
Original:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Revised:  In the first part 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Edit intent: clarity
Original:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Revised:  In the first part , by building on the work of Jouini and Kallal in %DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Edit intent: fluency
Original:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Revised:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Edit intent: coherence
Original:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Revised:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in %DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Edit intent: fluency
Original:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Revised:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Edit intent: clarity
Original:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Revised:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in %DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Edit intent: fluency
Original:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Revised:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Edit intent: meaning-changed
Original:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Revised:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in %DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Edit intent: fluency
Original:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Revised:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Edit intent: coherence
Original:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Revised:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in %DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Edit intent: fluency
Original:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% , we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Revised:  In the first part , by building on the work of Jouini and Kallal in 26%DIFDELCMD < ]%%% , Sch\"urger in 37%DIFDELCMD < ]%%% , Frittelli in 15%DIFDELCMD < ]%%% , Pham and Touzi in 34%DIFDELCMD < ] %%% and Napp in 33%DIFDELCMD < ]%%% we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative locally bounded semimartingales.
Edit intent: fluency
Original:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Revised:  A key step in this proof is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Edit intent: clarity
Original:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Revised:  A key result in this generalization is an extension of a well known result of Ansel and Stricker 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Edit intent: fluency
Original:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Revised:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in %DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Edit intent: fluency
Original:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Revised:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Edit intent: coherence
Original:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Revised:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in %DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Edit intent: style
Original:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Revised:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Edit intent: coherence
Original:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Revised:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in %DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Edit intent: coherence
Original:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% , we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Revised:  A key result in this generalization is an extension of a well known result of Ansel and Stricker in 1%DIFDELCMD < ]%%% . Additionally, and motivated by the works of F\"ollmer and Kramkov in 13%DIFDELCMD < ] %%% and Delbaen and Schachermayer in 9%DIFDELCMD < ]%%% . In the second part we study the hedging problem in these models and connect it to a properly defined property of "maximality" of contingent claims.
Edit intent: meaning-changed
Original:  In the first part we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative  locally bounded semimartingales.
Revised:  In the first part we prove the Fundamental Theorem of Asset Pricing under short sales prohibitions in continuous-time financial models where asset prices are driven by nonnegative , locally bounded semimartingales.
Edit intent: fluency
Original:  We explore the critical properties of random networks of such nodes and find a critical connectivity K_c=2.0 with activity vanishing at the critical point  .
Revised:  We explore the critical properties of random networks of such nodes and find a critical connectivity K_c=2.0 with activity vanishing at the critical point . Finally, we observe that the present model allows a more natural implementation of recent models of budding yeast and fission yeast cell-cycle control networks .
Edit intent: meaning-changed
Original:  To this goal we introduce an extension of the Dominant Reaction Pathways (DRP) formalism, in which the quantum corrections to the classical  Langevin dynamics are rigorously taken into account to order hbar^2 .
Revised:  To this goal we introduce an extension of the Dominant Reaction Pathways (DRP) formalism, in which the quantum corrections to the classical overdamped Langevin dynamics are rigorously taken into account to order hbar^2 .
Edit intent: meaning-changed
Original:  To this goal we introduce an extension of the Dominant Reaction Pathways (DRP) formalism, in which the quantum corrections to the classical  Langevin dynamics are rigorously taken into account to order hbar^2 . We apply our method to study the C 7_eq -> C 7_ax transition of alanine dipeptide.
Revised:  To this goal we introduce an extension of the Dominant Reaction Pathways (DRP) formalism, in which the quantum corrections to the classical Langevin dynamics are rigorously taken into account to second order in h-bar. We first illustrate our approach with a simple toy model and then we apply it to study the C 7_eq -> C 7_ax transition of alanine dipeptide.
Edit intent: meaning-changed
Original:  To this goal we introduce an extension of the Dominant Reaction Pathways (DRP) formalism, in which the quantum corrections to the classical overdamped Langevin dynamics are rigorously taken into account to second order in h-bar .
Revised:  To this goal we introduce an extension of the Dominant Reaction Pathways (DRP) formalism, in which the quantum corrections to the classical overdamped Langevin dynamics are rigorously taken into account to order h^2 .
Edit intent: meaning-changed
Original:  We first illustrate our approach with a simple toy model and then we apply it to study the C7 _{eq to C7 _{ax transition of alanine dipeptide.
Revised:  We first illustrate our approach in simple cases, and compare with the results of the instanton theory. Then we apply our method to study the C7 _{eq to C7 _{ax transition of alanine dipeptide.
Edit intent: meaning-changed
Original: Evolutionary algorithms are parallel computing algorithms and simulated annealing algorithm is a sequential computing algorithm. This paper inserts simulated annealing into evolutionary computations and successful developed a hybrid Self-Adaptive Evolutionary Strategy \mu+\lambda method and a hybrid Self-Adaptive Classical Evolutionary Programming method. Numerical results on more than 40 benchmark test problems of global optimization show that the hybrid methods presented in this paper are very effective. Lennard-Jones potential energy minimization is another benchmark for testing new global optimization algorithms. It is studied through the amyloid fibril constructions by this paper. To date , there is little molecular structural data available  on the AGAAAAGA palindrome in the hydrophobic region ( 113-120 ) of prion proteins .
Revised: X-ray crystallography and nuclear magnetic resonance (NMR) spectroscopy are two powerful tools to determine the protein 3D structure. However, not all proteins can be successfully crystallized, particularly for membrane proteins. Although NMR spectroscopy is indeed very powerful in determining the 3D structures of membrane proteins, same as X-ray crystallography, it is still very time-consuming and expensive. Under many circumstances, due to the noncrystalline and insoluble nature of some proteins, X-ray and NMR cannot be used at all. Computational approaches, however, allow us to obtain a description of the protein 3D structure at a submicroscopic level. To the best of the author's knowledge , there is little molecular structural data available on the AGAAAAGA palindrome in the hydrophobic region ( 113-120 ) of prion proteins .
Edit intent: meaning-changed
Original:  To date , there is little molecular structural data available  on the AGAAAAGA palindrome in the hydrophobic region ( 113-120 ) of prion proteins .This region belongs to the N-terminal unstructured region ( 1-123 ) of prion proteins , the structure of which has proved hard to determine using NMR spectroscopy or X-ray crystallography due to the insoluble and noncrystalline nature of the amyloid fibril .
Revised:  To date , there is little molecular structural data available on the AGAAAAGA palindrome in the hydrophobic region ( 113-120 ) of prion proteins , which falls just within the N-terminal unstructured region ( 1-123 ) of prion proteins , the structure of which has proved hard to determine using NMR spectroscopy or X-ray crystallography due to the insoluble and noncrystalline nature of the amyloid fibril .
Edit intent: clarity
Original: This region belongs to the N-terminal unstructured region ( 1-123 ) of prion proteins , the structure of which has proved hard to determine using NMR spectroscopy or X-ray crystallography due to the insoluble and noncrystalline nature of the amyloid fibril .
Revised: This region belongs to the N-terminal unstructured region ( 1--123 ) of prion proteins , the structure of which has proved hard to determine using NMR spectroscopy or X-ray crystallography due to the insoluble and noncrystalline nature of the amyloid fibril .
Edit intent: fluency
Original: This region belongs to the N-terminal unstructured region ( 1-123 ) of prion proteins , the structure of which has proved hard to determine using NMR spectroscopy or X-ray crystallography due to the insoluble and noncrystalline nature of the amyloid fibril .
Revised: This region belongs to the N-terminal unstructured region ( 1-123 ) of prion proteins . Many experimental studies have shown that the AGAAAAGA region has amyloid fibril forming properties and plays an important role in prion diseases. However, due to the insoluble and noncrystalline nature of the amyloid fibril .
Edit intent: meaning-changed
Original: This region belongs to the N-terminal unstructured region ( 1-123 ) of prion proteins , the structure of which has proved hard to determine using NMR spectroscopy or X-ray crystallography due to the insoluble and noncrystalline nature of the amyloid fibril .
Revised: This region belongs to the N-terminal unstructured region ( 1-123 ) of prion proteins , the structure of which has proved hard to determine using NMR spectroscopy or X-ray crystallography due to the noncrystalline and insoluble nature of the amyloid fibril .
Edit intent: fluency