No. Once sent, you have no control on that transaction. It's like sending cash - you can't cancel while in delivery.
Have to wait for confirmation, or double spend it if your wallet allows that, with higher fee. And in mycelium you can't set it higher than 0.0002.

You can rebroadcast your stuck transaction, to speed up the propagation on the network, maybe will get to some miner faster. First go to blockchain.info and find your transaction ID, then add to the end on the address bar: 

?format=hex

(like https://blockchain.info/tx/8d3950c9db935a0a91fb075a1fcc3b627f28daf1f35252cb3ec9b8459070a0dc?format=hex)

then copy hex string to https://coinb.in/#broadcast and submit.