wanyu/IteraTeR_full_sent huggingface dataset:
Original: We prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [ 36 ] . Under an additional standard assumption, we prove a uniqueness result ,  thanks to a comparison theorem.
Revised: In this article, we prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [ 36 ] . Under an additional standard assumption, we prove a uniqueness result , thanks to a comparison theorem.
Edit intent: coherence
Original: We prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [ 36 ] . Under an additional standard assumption, we prove a uniqueness result ,  thanks to a comparison theorem.
Revised: We prove the existence of bounded solutions of quadratic backward SDEs with jumps, that is to say for which the generator has quadratic growth in the variables (z,u). From a technical point of view, we use a direct fixed point approach as in Tevzadze [ 36 ] . Under an additional standard assumption, we prove a uniqueness result , thanks to a comparison theorem.
Edit intent: meaning-changed
Original: We prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [ 36 ] . Under an additional standard assumption, we prove a uniqueness result ,  thanks to a comparison theorem.
Revised: We prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [ 38 ] . Under an additional standard assumption, we prove a uniqueness result , thanks to a comparison theorem.
Edit intent: meaning-changed
Original: We prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [ 36 ] . Under an additional standard assumption, we prove a uniqueness result ,  thanks to a comparison theorem.
Revised: We prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [ 36 ] , thanks to a comparison theorem.
Edit intent: coherence
Original: We prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [ 36 ] . Under an additional standard assumption, we prove a uniqueness result ,  thanks to a comparison theorem.
Revised: We prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [ 36 ] . Under an additional standard assumption, we prove a uniqueness result , which allows us to obtain existence and uniqueness of a solution when the terminal condition is small enough. Then, thanks to a comparison theorem.
Edit intent: meaning-changed
Original: We prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [ 36 ] . Under an additional standard assumption, we prove a uniqueness result ,  thanks to a comparison theorem. Then we study the properties of the corresponding g-expectations, we obtain in particular a non linear Doob-Meyer decomposition for g-submartingales and their regularity in time. As a consequence of this results, we obtain a converse comparison theoremfor our class of BSDEs. We give applications for dynamic risk measures and their dual representation, and compute their inf-convolution, with some explicit examples .
Revised: We prove the existence of bounded solutions of quadratic backward SDEs with jumps, using a direct fixed point approach as in Tevzadze [ 36 ] . Under an additional standard assumption, we prove a uniqueness result , thanks to a well-chosen splitting, we recover an existence result for general bounded solution. Under additional assumptions, we can obtain stability results and a comparison theorem, which as usual implies uniqueness .
Edit intent: meaning-changed
Original:  We assess and compare the methods they use to construct their multiscale models and we characterize areas where inter-disciplinary multiscale collaboration could be particularly beneficial.
Revised:  We investigate the prevalence of multiscale projects in the EU and the US, review a range of coupling toolkits they use to construct their multiscale models and we characterize areas where inter-disciplinary multiscale collaboration could be particularly beneficial.
Edit intent: meaning-changed
Original:  We conclude that multiscale computing has become increasingly popular in recent years, that different communities adopt very URLanizational approaches , and that simulations on a length scale of a few metres and a time scale of a few hours can be found in many of the multiscale research domains.
Revised:  We conclude that multiscale computing has become increasingly popular in recent years, that different communities adopt very different approaches to constructing multiscale simulations , and that simulations on a length scale of a few metres and a time scale of a few hours can be found in many of the multiscale research domains.
Edit intent: clarity
Original:  We discuss different models that can capture potentially destabilising self-referential feedback loops, induced either by herding, i.e. reference to the peers, or trending, i.e. reference to the past, and account for some of the phenomenology missing in the standard models.
Revised:  We discuss different models that can capture potentially destabilising self-referential feedback loops, induced either by herding, i.e. reference to peers, or trending, i.e. reference to the past, and account for some of the phenomenology missing in the standard models.
Edit intent: fluency
Original:  To illustrate our general framework, we provide an explicit formula for the value of a variance swap when the diffusion is modeled as (i) a L\'evy subordinated geometric Brownian motion with default and (ii) a L\'evy subordinated Jump-to-default CEV process (see carr-linetsky-1).
Revised:  To illustrate our general framework, we provide an explicit formula for the value of a variance swap when the underlying is modeled as (i) a L\'evy subordinated geometric Brownian motion with default and (ii) a L\'evy subordinated Jump-to-default CEV process (see carr-linetsky-1).
Edit intent: fluency
Original:   The theory is however designed for use within economic models and models of technological change such as the Future Technology Transformations (FTT) family of models .
Revised:  This is useful to characterise the current state and possible uses of remaining non-renewable resources such as fossil fuels and natural uranium. The theory is however designed for use within economic models and models of technological change such as the Future Technology Transformations (FTT) family of models .
Edit intent: meaning-changed
Original:  It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive system of ordinary differential equations (ODEs) as an asymptotic expansion of the conditional distribution appearing in stochastic filtering problems .
Revised:  It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive system of ordinary differential equations (ODEs) for the relevant conditional distribution .
Edit intent: clarity
Original:  Furthermore, solving ODEs sequentially with small sub-periods with updated initial conditions makes it possible to implement a "substepping method" {\it  for asymptotic expansion in a numerically efficient way.
Revised:  Furthermore, solving ODEs sequentially with small sub-periods with updated initial conditions makes it possible to implement a "substepping method" {\it substepping method for asymptotic expansion in a numerically efficient way.
Edit intent: meaning-changed
Original:  Furthermore, solving ODEs sequentially with small sub-periods with updated initial conditions makes it possible to implement a %DIFDELCMD < {\it %%% substepping method for asymptotic expansion in a numerically efficient way.
Revised:  Furthermore, solving ODEs sequentially with small sub-periods with updated initial conditions makes it possible to implement a %DIFDELCMD < {\it %%% substepping method for asymptotic expansion in a numerically efficient way.
Edit intent: fluency
Original:  Application of this methodology to mechanosensitive channels shows that , in addition to protein separation and bilayer material properties, the sign and strength of elastic interactions , and associated cooperative gating characteristics, can depend on the protein shape and orientation .
Revised:  Application of this methodology to mechanosensitive channels shows that , in addition to protein separation and bilayer material properties, the sign and strength of elastic interactions , and associated cooperative gating characteristics, can depend on the protein shape , yielding distinct cooperative gating curves for distinct protein orientations .
Edit intent: clarity
Original: We propose a unified structural credit risk model incorporating insolvency, recovery and rollover risks. The firm finances itself mainly by issuing short- and long-term debt.
Revised: We propose a unified structural credit risk model incorporating both insolvency and illiquidity risks, in order to investigate how a firm's default probability depends on the liquidity risk associated with its financing structure. We assume the firm finances its risky assets by issuing short- and long-term debt.
Edit intent: meaning-changed
Original:   We show that a unique threshold strategy (i.e., a bank run barrier) exists for short-term creditors to decide when to withdraw their funding, and this strategy is closely related to the solution of a non-standard optimal stopping time problem with control constraints.
Revised:  At rollover dates of short-term debt, creditors face a dynamic coordination problem. We show that a unique threshold strategy (i.e., a bank run barrier) exists for short-term creditors to decide when to withdraw their funding, and this strategy is closely related to the solution of a non-standard optimal stopping time problem with control constraints.
Edit intent: meaning-changed
Original:   We show that a unique threshold strategy (i.e., a bank run barrier) exists for short-term creditors to decide when to withdraw their funding, and this strategy is closely related to the solution of a non-standard optimal stopping time problem with control constraints.
Revised:  We show that a unique threshold strategy (i.e., a debt run barrier) exists for short-term creditors to decide when to withdraw their funding, and this strategy is closely related to the solution of a non-standard optimal stopping time problem with control constraints.
Edit intent: meaning-changed
Original:  Hyperthermia engages the heat-shock response mechanism (HSR), which main component (the heat-shock proteins ) is known to directly prevent the intended apoptosis of cancer cells. Moreover, cancer cells can have an already partially activated HSR, thereby  hyperthermia may be more toxic to them relative to normal cells.
Revised:  Hyperthermia engages the heat-shock response mechanism (HSR), which main component (the heat-shock proteins (HSP). Cancer cells have already partially activated HSR, thereby hyperthermia may be more toxic to them relative to normal cells.
Edit intent: meaning-changed
Original:  Finally, we quantify the effect of a multimodal therapy based on hyperthermia and a cytotoxic effect of bortezomib, a proteasome inhibitor, and we propose an optimal strategy for combining these two modalities.
Revised:  Finally, we quantify the effect of a multimodal therapy based on hyperthermia and a cytotoxic effect of bortezomib, a clinically approved proteasome inhibitor. Consequently, we propose an optimal strategy for combining these two modalities.
Edit intent: meaning-changed
Original:  Finally, we quantify the effect of a multimodal therapy based on hyperthermia and a cytotoxic effect of bortezomib, a proteasome inhibitor, and we propose an optimal strategy for combining these two modalities. By mechanistic modelling of HSR we are able to support the common belief that the combination of cancer treatment strategies increases therapy efficacy .
Revised:  Finally, we quantify the effect of a multimodal therapy based on hyperthermia and a cytotoxic effect of bortezomib, a proteasome inhibitor, and we propose an optimal strategy for combining hyperthermia and proteasome inhibition modalities. In summary, by a proof of concept mathematical analysis of HSR we are able to support the common belief that the combination of cancer treatment strategies increases therapy efficacy .
Edit intent: meaning-changed
Original:  In this paper we introduce a novel diagnostic protocol , based on the combination of mitochondrial hypothesis-dynamics with the role of electromagnetic influences of the metal ions into the inner mitochondrial membrane , and the quantitated analysis of mitochondrial population.
Revised:  In this paper we introduce a decision-making model , based on the combination of mitochondrial hypothesis-dynamics with the role of electromagnetic influences of the metal ions into the inner mitochondrial membrane , and the quantitated analysis of mitochondrial population.
Edit intent: clarity
Original:  In this paper we introduce a novel diagnostic protocol , based on the combination of mitochondrial hypothesis-dynamics with the role of electromagnetic influences of the metal ions into the inner mitochondrial membrane , and the quantitated analysis of mitochondrial population.
Revised:  In this paper we introduce a novel diagnostic protocol , based on the combination of mitochondrial hypothesis-dynamics with the role of electromagnetic influences of the metal ions into the inner mitochondrial membrane and the quantitative analysis of mitochondrial population.
Edit intent: fluency
Original: Geometric Brownian motion is non-stationary. It is non-ergodic in the sense that the time-average growth rate observed in a single realization differs from the growth rate of the ensemble average. We prove that the time-average growth rate of averages over a finite number, N, of realizations is independent of N. A stability analysis shows that the time at which such averages begin to deviate from ensemble-average behavior increases logarithmically with N .
Revised: Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by non-ergodicity, which can lead to ensemble averages exhibiting exponential growth while time averages suffer collapse. A common tactic for dealing with this difference is diversification. In this letter we show that diversification will not solve the problem but only delay the collapse .
Edit intent: meaning-changed
Original: Copying information is a fundamental task of biological systems that has to be performed at a finite temperature. There is agreement that this fact alone implies a lower limit on the error rate. However, contrasting results have been obtained regarding how this limit is approached. For instance, it is not clear when it can be achieved in a slow, quasi-adiabiatic regime or in a fast and highly dissipative one.
Revised: We study stochastic copying schemes in which discrimination between a right and a slow, quasi-adiabiatic regime or in a fast and highly dissipative one.
Edit intent: coherence
Original:  For instance, it is not clear when it can be achieved in a slow, quasi-adiabiatic regime or in a fast and highly dissipative one. In this paper, by means of analytical calculations and numerical simulations, we unravel a common feature of stochastic copying systems: the existence of two radically different copying modes. The first is based on different kinetic barriers , and is characterized by a high speed and high dissipation close to the lowest possible error.
Revised:  For instance, it is not clear when it can be achieved in a wrong match is achieved via different kinetic barriers , and is characterized by a high speed and high dissipation close to the lowest possible error.
Edit intent: clarity
Original:  The first is based on different kinetic barriers , and is characterized by a high speed and high dissipation close to the lowest possible error. The second is based on energy differences between right and wrong copies, and is characterized by the fact that minimum copying error can be achieved at low speed and low dissipation. In models characterized by a single copying step, we demonstrate thatthese modes are alternative, i.e. they cannot be mixed to further reduce the minimum error .
Revised:  The first is based on different kinetic barriers or different binding energy of the two matches. We demonstrate that, in single-step reactions, the two discrimination mechanisms are strictly alternative and can not be mixed to further reduce the minimum error .
Edit intent: clarity
Original:  In models characterized by a single copying step, we demonstrate thatthese modes are alternative, i.e. they cannot be mixed to further reduce the minimum error . However, the two modes can be combined in multi-step reactions, such as in models implementing error correction through a proofreading pathway.
Revised:  In models characterized by a single copying step, we demonstrate thatthese modes are alternative, i.e. they cannot be mixed to further reduce the error fraction. Close to the lowest error limit, kinetic discrimination results in a diverging copying velocity and dissipation per copied bit. On the opposite, energetic discrimination reaches its lowest error limit in an adiabatic regime where dissipation and velocity vanish.
Edit intent: meaning-changed
Original:  By analyzing experimentally measured kinetic rates of two seemingly similar DNA polymerases, T7 and Pol\gamma, we argue that one of them operates in the kinetic and the other in the energetic regime  .
Revised:  By analyzing experimentally measured kinetic rates of two DNA polymerases, T7 and Pol\gamma, we argue that one of them operates in the kinetic and the other in the energetic regime .
Edit intent: clarity
Original:  By analyzing experimentally measured kinetic rates of two seemingly similar DNA polymerases, T7 and Pol\gamma, we argue that one of them operates in the kinetic and the other in the energetic regime  .
Revised:  By analyzing experimentally measured kinetic rates of two seemingly similar DNA polymerases, T7 and Pol\gamma, we argue that one of them operates in the kinetic and the other in the energetic regime . Finally, we show how the two mechanisms can be combined in copying schemes implementing error correction through a proofreading pathway .
Edit intent: meaning-changed
Original:  By analyzing experimentally measured kinetic rates of two DNA polymerases, T7 and Pol \gamma , we argue that one of them operates in the kinetic and the other in the energetic regime.
Revised:  By analyzing experimentally measured kinetic rates of two DNA polymerases, T7 and Pol \gamma , we argue that one of them operates in the kinetic and the other in the energetic regime.
Edit intent: fluency
Original:  It is  shown that, for any incomplete market model from a wide class of models, there exists a complete market model with an arbitrarily close paths of the stock prices.
Revised:  It is well known that market completeness is not a robust property: a complete market model can be made incomplete via small random deviations of the coefficients. The paper shows that market incompleteness is also non-robust: small deviations can convert an incomplete model into a complete one. More precisely, it is shown that, for any incomplete market model from a wide class of models, there exists a complete market model with an arbitrarily close paths of the stock prices.
Edit intent: meaning-changed
Original:  This model is able to capture the so-called "  panic effect", which occurs whenever systematic risk becomes the dominant factor. consequently , in contrast to other models , this new model is as reactive as the implied volatility indices .
Revised:  This model is able to capture both the " panic effect", which occurs whenever systematic risk becomes the dominant factor. consequently , in contrast to other models , this new model is as reactive as the implied volatility indices .
Edit intent: meaning-changed
Original:  This model is able to capture the so-called "  panic effect", which occurs whenever systematic risk becomes the dominant factor. consequently , in contrast to other models , this new model is as reactive as the implied volatility indices .
Revised:  This model is able to capture the so-called " retarded effect" induced by the specific risk, and the " panic effect", which occurs whenever systematic risk becomes the dominant factor. consequently , in contrast to other models , this new model is as reactive as the implied volatility indices .
Edit intent: meaning-changed
Original:  This model is able to capture the so-called "  panic effect", which occurs whenever systematic risk becomes the dominant factor. consequently , in contrast to other models , this new model is as reactive as the implied volatility indices .
Revised:  This model is able to capture the so-called " panic effect", which occurs whenever systematic risk becomes the dominant factor. Consequently , in contrast to other models , this new model is as reactive as the implied volatility indices .
Edit intent: fluency
Original:  This model is able to capture the so-called "  panic effect", which occurs whenever systematic risk becomes the dominant factor. consequently , in contrast to other models , this new model is as reactive as the implied volatility indices .
Revised:  This model is able to capture the so-called " panic effect", which occurs whenever systematic risk becomes the dominant factor. consequently , in contrast to a GARCH model and a standard volatility estimate from the squared returns , this new model is as reactive as the implied volatility indices .
Edit intent: meaning-changed
Original:  This model is able to capture the so-called "  panic effect", which occurs whenever systematic risk becomes the dominant factor. consequently , in contrast to other models , this new model is as reactive as the implied volatility indices .
Revised:  This model is able to capture the so-called " panic effect", which occurs whenever systematic risk becomes the dominant factor. consequently , in contrast to other models , this new model is as reactive as the implied volatility : the model adjusts itself in an instantaneous way to each variation of the single stock price or the stock index price and the adjustment is highly correlated to implied volatility changes .
Edit intent: meaning-changed
Original: We consider a Bayesian game of pure informational externalities, in which a group of agents learn a binary state of the world from conditionally independent private signals, by repeatedly observing the actions of their neighbors in a social network.
Revised: We consider a group of strategic agents who must each repeatedly take one of two possible actions. They learn which of the two actions is preferable from initial private signals, by repeatedly observing the actions of their neighbors in a social network.
Edit intent: clarity
Original: We consider a Bayesian game of pure informational externalities, in which a group of agents learn a binary state of the world from conditionally independent private signals, by repeatedly observing the actions of their neighbors in a social network.
Revised: We consider a Bayesian game of pure informational externalities, in which a group of agents learn a binary state of the world from conditionally independent private signals, and by observing the actions of their neighbors in a social network.
Edit intent: coherence