wanyu/IteraTeR_full_sent huggingface dataset:
Original:  Analogously to the case of ordinary optimal stopping problems for one-dimensional Brow- nian motions we reduce the problem to the geometric problem of finding the smallest majorant of the reward function in an two-parameter function space.
Revised:  Analogously to the case of ordinary optimal stopping problems for one-dimensional Brow- nian motions we reduce the problem to the geometric problem of finding the smallest majorant of the reward function in a two-parameter function space.
Edit intent: fluency
Original:  The solution rests on the characterization of the value-function as the smallest stochastic super-solution that we establish .
Revised:  The solution rests on the characterization of the value-function as (i) the unique stochastic solution of the associated HJB equation and as (ii) the pointwise smallest stochastic supersolution. We show that the optimal value process admits a dividend-penalty decomposition as sum of a martingale (associated to the penalty payment at ruin) and a potential (associated to the dividend payments) .
Edit intent: meaning-changed
Original:  The objective is to maximize the sum of the expected cumulative discounted dividend payments received until the moment of ruin and a penalty payment at the moment of ruin  which is an increasing function of the size of the shortfall at ruin;
Revised:  The objective is to maximize the sum of the expected cumulative discounted dividend payments received until the moment of ruin and a penalty payment at the moment of ruin , which is an increasing function of the size of the shortfall at ruin;
Edit intent: fluency
Original:  Here we study SOC in an adaptive network considered first by Bornholdt and Rohlf PRL, 84(26), p.6114-6117, 2000%DIFDELCMD < ]%%% . We focus on the important convergence to criticality and discover time-scale and noise optimal behaviour as well as a noise-induced phase transition .
Revised:  PRL, 84(26), p.6114-6117, 2000%DIFDELCMD < ]%%% . We focus on the important convergence to criticality and discover time-scale and noise optimal behaviour as well as a noise-induced phase transition .
Edit intent: coherence
Original:  Here we study SOC in an adaptive network considered first by Bornholdt and Rohlf PRL, 84(26), p.6114-6117, 2000%DIFDELCMD < ]%%% . We focus on the important convergence to criticality and discover time-scale and noise optimal behaviour as well as a noise-induced phase transition .
Revised:  Here we study SOC in an adaptive network considered first by Bornholdt and Rohlf %DIFDELCMD < ]%%% . We focus on the important convergence to criticality and discover time-scale and noise optimal behaviour as well as a noise-induced phase transition .
Edit intent: coherence
Original:  Here we study SOC in an adaptive network considered first by Bornholdt and Rohlf PRL, 84(26), p.6114-6117, 2000%DIFDELCMD < ]%%% . We focus on the important convergence to criticality and discover time-scale and noise optimal behaviour as well as a noise-induced phase transition .
Revised:  Here we study SOC in an adaptive network considered first by Bornholdt and Rohlf PRL, 84(26), p.6114-6117, 2000%DIFDELCMD < ]%%% We focus on the important convergence to criticality and discover time-scale and noise optimal behaviour as well as a noise-induced phase transition .
Edit intent: fluency
Original:  Here we study SOC in an adaptive network considered first by Bornholdt and Rohlf PRL, 84(26), p.6114-6117, 2000%DIFDELCMD < ]%%% . We focus on the important convergence to criticality and discover time-scale and noise optimal behaviour as well as a noise-induced phase transition .
Revised:  Here we study SOC in an adaptive network considered first by Bornholdt and Rohlf PRL, 84(26), p.6114-6117, 2000%DIFDELCMD < ]%%% . We focus on the important convergence to criticality and demonstrate that noise and time-scale and noise optimal behaviour as well as a noise-induced phase transition .
Edit intent: coherence
Original:  Here we study SOC in an adaptive network considered first by Bornholdt and Rohlf PRL, 84(26), p.6114-6117, 2000%DIFDELCMD < ]%%% . We focus on the important convergence to criticality and discover time-scale and noise optimal behaviour as well as a noise-induced phase transition . Due to the complexity of adaptive networks dynamics we suggest to investigate each effect separately by developing simple models.
Revised:  Here we study SOC in an adaptive network considered first by Bornholdt and Rohlf PRL, 84(26), p.6114-6117, 2000%DIFDELCMD < ]%%% . We focus on the important convergence to criticality and discover time-scale optimality are reached at finite values. This is in sharp contrast to the previously believed optimal zero noise and infinite time scale separation case. Furthermore, we discover a noise induced phase transition for the breakdown of SOC. As a novel paradigm for adaptive networks SOC, we suggest to investigate each effect separately by developing simple models.
Edit intent: meaning-changed
Original:  These models reveal three generically possible low-dimensional dynamical behaviors: time-scale resonance (TR), a  simplified version of stochastic resonance - which call steady state stochastic resonance (SSR) - as well as noise-induced phase transitions.
Revised:  These models reveal three generically possible low-dimensional dynamical behaviors: time-scale resonance (TR), a new simplified version of stochastic resonance - which call steady state stochastic resonance (SSR) - as well as noise-induced phase transitions.
Edit intent: meaning-changed
Original:  These models reveal three generically possible low-dimensional dynamical behaviors: time-scale resonance (TR), a new simplified version of stochastic resonance - which  call steady state stochastic resonance (SSR) - as well as noise-induced phase transitions .
Revised:  These models reveal three generically low-dimensional dynamical behaviors: time-scale resonance (TR), a new simplified version of stochastic resonance - which call steady state stochastic resonance (SSR) - as well as noise-induced phase transitions .
Edit intent: clarity
Original:  These models reveal three generically possible low-dimensional dynamical behaviors: time-scale resonance (TR), a new simplified version of stochastic resonance - which  call steady state stochastic resonance (SSR) - as well as noise-induced phase transitions .
Revised:  These models reveal three generically possible low-dimensional dynamical behaviors: time-scale resonance (TR), a new simplified version of stochastic resonance - which we call steady state stochastic resonance (SSR) - as well as noise-induced phase transitions .
Edit intent: fluency
Original:  These models reveal three generically possible low-dimensional dynamical behaviors: time-scale resonance (TR), a new simplified version of stochastic resonance - which  call steady state stochastic resonance (SSR) - as well as noise-induced phase transitions . Thereby, our study not only opens up new directions for optimality in SOC but also applies to a very wide class of dynamical systems .
Revised:  These models reveal three generically possible low-dimensional dynamical behaviors: time-scale resonance (TR), a new simplified version of stochastic resonance - which call steady state stochastic resonance (SSR) - as well as noise-induced phase transitions .
Edit intent: coherence
Original: We consider the problem of maximizing the expected utility of discounted dividend payments of an insurance company whose reserves are modeled as a Cram\'er risk processwith Erlang claims. We focus on the exponential claims and power and logarithmic utility functions. Finally we also analyze asymptotic behaviour of the value function  and identify the asymptotic optimal strategy.
Revised: We consider the problem of maximizing the expected utility of discounted dividend payments of an insurance company whose reserves are modeled as a classical Cram\'er-Lundberg risk process. We investigate this optimization problem under the constraint that dividend rate is bounded. We prove that the value function and identify the asymptotic optimal strategy.
Edit intent: meaning-changed
Original:  Finally we also analyze asymptotic behaviour of the value function  and identify the asymptotic optimal strategy. We also give the numerical procedure of finding considered value function.
Revised:  Finally we also analyze asymptotic behaviour of the value function and identify the optimal dividend strategy. Eventually we extend our results for the reserve process modeled as a classical Cram\'er-Lundberg risk process with capital injections. For the extended model we also prove some results regarding asymptotic analysis of the value function.
Edit intent: meaning-changed
Original:  We prove that the value function , defined in this model, fulfills the Hamilton-Jacobi-Bellman equation and  identify the optimal dividend strategy . Eventually we extend our results for the reserve process modeled as a classical Cram\'er-Lundberg risk process with capital injections. For the extended model we also prove some results regarding asymptotic analysis of the value function .
Revised:  We prove that the value function , defined in this model, fulfills the Hamilton-Jacobi-Bellman equation and identify the optimal dividend strategy .
Edit intent: coherence
Original:  The generator of this process with killing, called the elliptic Heston operator, is a second-order degenerate elliptic partial differential operator whose coefficients have linear growth in the spatial variables and where the degeneracy in the operator symbol is proportional to the distance to the boundary of the half-plane.
Revised:  The generator of this process with killing, called the elliptic Heston operator, is a second-order , degenerate-elliptic partial differential operator whose coefficients have linear growth in the spatial variables and where the degeneracy in the operator symbol is proportional to the distance to the boundary of the half-plane.
Edit intent: clarity
Original:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and Holder continuity near the boundary for solutions to elliptic variational equations defined by the Heston partial differential operator, as well as Holder continuity up to the boundary for solutions to elliptic variational inequalities defined by the  Heston operator.
Revised:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and H\"older continuity near the boundary for solutions to elliptic variational equations defined by the Heston partial differential operator, as well as Holder continuity up to the boundary for solutions to elliptic variational inequalities defined by the Heston operator.
Edit intent: meaning-changed
Original:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and Holder continuity near the boundary for solutions to elliptic variational equations defined by the Heston partial differential operator, as well as Holder continuity up to the boundary for solutions to elliptic variational inequalities defined by the  Heston operator.
Revised:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and Holder continuity near the boundary for solutions to variational equations defined by the Heston partial differential operator, as well as Holder continuity up to the boundary for solutions to elliptic variational inequalities defined by the Heston operator.
Edit intent: fluency
Original:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and Holder continuity near the boundary for solutions to elliptic variational equations defined by the Heston partial differential operator, as well as Holder continuity up to the boundary for solutions to elliptic variational inequalities defined by the  Heston operator.
Revised:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and Holder continuity near the boundary for solutions to elliptic variational equations defined by the elliptic Heston operator, as well as Holder continuity up to the boundary for solutions to elliptic variational inequalities defined by the Heston operator.
Edit intent: clarity
Original:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and Holder continuity near the boundary for solutions to elliptic variational equations defined by the Heston partial differential operator, as well as Holder continuity up to the boundary for solutions to elliptic variational inequalities defined by the  Heston operator.
Revised:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and Holder continuity near the boundary for solutions to elliptic variational equations defined by the Heston partial differential operator, as well as H\"older continuity up to the boundary for solutions to elliptic variational inequalities defined by the Heston operator.
Edit intent: meaning-changed
Original:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and Holder continuity near the boundary for solutions to elliptic variational equations defined by the Heston partial differential operator, as well as Holder continuity up to the boundary for solutions to elliptic variational inequalities defined by the  Heston operator.
Revised:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and Holder continuity near the boundary for solutions to elliptic variational equations defined by the Heston partial differential operator, as well as Holder continuity up to the boundary for solutions to variational inequalities defined by the Heston operator.
Edit intent: fluency
Original:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and Holder continuity near the boundary for solutions to elliptic variational equations defined by the Heston partial differential operator, as well as Holder continuity up to the boundary for solutions to elliptic variational inequalities defined by the  Heston operator.
Revised:  With the aid of weighted Sobolev spaces, we prove supremum bounds, a Harnack inequality, and Holder continuity near the boundary for solutions to elliptic variational equations defined by the Heston partial differential operator, as well as Holder continuity up to the boundary for solutions to elliptic variational inequalities defined by the elliptic Heston operator.
Edit intent: meaning-changed
Original: Tailoring self-assembly of proteins on solid surfaces remains a great challenge in diverse fields, e.g., enzyme catalysis, biosensing, and biomineralization, where surface functions are retained by controlling molecular structures. As a new approach in designing surface chemistry, we use here biocombinatorially selected graphite binding dodecapeptides which form self-assembled, long-range ordered peptide nanostructures on graphite. The peptide is engineered via simple sequence mutations to control fundamental processes of self-assembly, e.g., binding to solid surfaces, growth kinetics, and intermolecular interactions. Using atomic force microscopy and contact angle studies, we identify three domains of amino acids along the primary sequence that steer peptide aggregation and ordering, leading to uniformly displayed residues and sequence-programmable surface chemistries. Short peptides, with easily designed sequences, offer versatile control over molecular functionalization at liquid-solid interfaces, resulting in well-defined surface properties and nanoscale topology essential in building engineered, chemically rich, bio-solid interfaces.
Revised: This paper has been withdrawn by the author due to a missing figure
Edit intent: clarity
Original: This paper proposes a model of financial contagion that accounts for explosive, mutually exciting shocks to market volatility. We fit the model using country-level data during the European sovereign debt crisis, which has its roots in the period 2008--2010, and was continuing to affect global markets as of October, 2011.
Revised: This paper proposes a model of financial contagion in European equity markets during the tumultuous period of 2008-2011.
Edit intent: clarity
Original:  Our analysis shows that existing volatility models are unable to explain two key stylized features of global markets during presumptive contagion periods: shocks to aggregate market volatility can be sudden and explosive, and they are associated with specific directional biases in the cross-section of country-level returns.
Revised:  Our analysis shows that traditional GARCH and Gaussian stochastic-volatility models are unable to explain two key stylized features of global markets during presumptive contagion periods: shocks to aggregate market volatility can be sudden and explosive, and they are associated with specific directional biases in the cross-section of country-level returns.
Edit intent: meaning-changed
Original:  We find evidence for significant contagion effects during the major EU crisis periods of May 2010 and August 2011, where contagion is defined as excess correlation in the residuals from a factor model incorporating global and regional market risk factors.
Revised:  The fundamental conclusion of our analysis is that great care is needed in modeling volatility if one wishes to characterize the relationship between volatility and contagion that is predicted by economic theory. In analyzing daily data, we find evidence for significant contagion effects during the major EU crisis periods of May 2010 and August 2011, where contagion is defined as excess correlation in the residuals from a factor model incorporating global and regional market risk factors.
Edit intent: meaning-changed
Original:  Some of this excess correlation can be explained by quantifying the impact of shocks to aggregate volatility in the cross-section of expected returns---but only, it turns out, if one is extremely careful in accounting for the explosive nature of these shocks.
Revised:  Some of this excess correlation can be explained by quantifying the impact of shocks to aggregate volatility in the cross-section of expected returns - but only, it turns out, if one is extremely careful in accounting for the explosive nature of these shocks.
Edit intent: fluency
Original:  Here we analyze existing experimental data and demonstrate that the Hill coefficient characterizing the binding of many transcription factors to their cognate sites can in fact be larger than one -- the standard indication of cooperativity -- even in the absence of any standard cooperative binding mechanism.
Revised:  Here we analyze existing experimental data and demonstrate that the Hill coefficient characterizing the binding of transcription factors to their cognate sites can in fact be larger than one -- the standard indication of cooperativity -- even in the absence of any standard cooperative binding mechanism.
Edit intent: clarity
Original:  We quantify the dependence of the strength of this effect on the different parameters in the problem. In addition, we show that the enhanced Hill coefficient implies a significant reduction in the number of copies of the transcription factors which is needed to occupy a cognate site and, in many cases, can explain existing estimates for numbers of the transcription factors in cells  .
Revised:  We show that the enhanced Hill coefficient implies a significant reduction in the number of copies of the transcription factors which is needed to occupy a cognate site and, in many cases, can explain existing estimates for numbers of the transcription factors in cells .
Edit intent: clarity
Original:  In addition, we show that the enhanced Hill coefficient implies a significant reduction in the number of copies of the transcription factors which is needed to occupy a cognate site and, in many cases, can explain existing estimates for numbers of the transcription factors in cells  .
Revised:  In addition, we show that the enhanced Hill coefficient implies a significant reduction in the number of copies of the transcription factors which is needed to occupy a cognate site and, in many cases, can explain existing estimates for numbers of the transcription factors in cells . The mechanism is general and should be applicable to other biological recognition processes .
Edit intent: meaning-changed
Original:  Both the value function and the optimal investment policy for the drawdown problem are given explicitly in terms of their counterparts in the unconstrained problem . Our approach is very general but has an important limitation in that we assume all admissible wealth processes have a continuous running maximum. This allows us to use Azema-Yor processes. The proofs also rely on convergence properties, in the utility function, of the unconstrained problem which are of independent interest .
Revised:  Both the value function and the optimal investment policy for the drawdown problem are given explicitly in terms of their counterparts in the unconstrained problem .
Edit intent: coherence
Original: In the given article the methods of parametric diagnostics of gas turbine based on fuzzy logic is proposed. The diagnostic map of interconnection between some parts of turbine and changes of corresponding parameters has been developed. Also we have created model to define the efficiency of the compressor using fuzzy logic algorithms .
Revised: In the given article the methods of parametric diagnostics of gas turbine is allowed to test and optimize the software for gas turbine automation systems, study station personal, like operators and engineers and will be useful for diagnostics and prediction tasks to analyze the efficiency of the compressor using fuzzy logic algorithms .
Edit intent: meaning-changed
Original: The realization of Daily Artificial Dispatcher as a quantum/relativistic computation consists of perturbative renormalization of the Electrical Power System (EPS), generating the flowcharts of computation , verification, validation, description and help.
Revised: An algorithm for Electric Power System (EPS) quantum/relativistic computation consists of perturbative renormalization of the Electrical Power System (EPS), generating the flowcharts of computation , verification, validation, description and help.
Edit intent: clarity
Original: The realization of Daily Artificial Dispatcher as a quantum/relativistic computation consists of perturbative renormalization of the Electrical Power System (EPS), generating the flowcharts of computation , verification, validation, description and help.
Revised: The realization of Daily Artificial Dispatcher as a quantum/relativistic security and efficiency computation for a day-ahead via perturbative renormalization of the Electrical Power System (EPS), generating the flowcharts of computation , verification, validation, description and help.
Edit intent: meaning-changed
Original: The realization of Daily Artificial Dispatcher as a quantum/relativistic computation consists of perturbative renormalization of the Electrical Power System (EPS), generating the flowcharts of computation , verification, validation, description and help. Perturbative renormalization of EPS energy and time has been carried out in this paper for a day ahead via virtual thermalization of the EPS for a day ahead .
Revised: The realization of Daily Artificial Dispatcher as a quantum/relativistic computation consists of perturbative renormalization of the Electrical Power System (EPS), generating the flowcharts of computation , finding the computation flowcharts, verification and validation is built in this paper for a day ahead via virtual thermalization of the EPS for a day ahead .
Edit intent: clarity
Original: This paper introduces a general framework of covariance structures that can be verified in many popular statistical models, such as factor and random effect models. The new structure is a summation of low rank and sparse matrices.
Revised: This paper introduces a general framework of covariance structures that can be verified in many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices.
Edit intent: meaning-changed