Homeomorphic Sobolev extensions and Sobolev spaces in stochastic differential equations
Publiceringsår
2025
Upphovspersoner
Zhou, Xilin
Abstrakt
This dissertation explores two interconnected topics, both centered around the Sobolev regularity of solutions to certain mathematical equations. The first topic focuses on establishing criteria for the existence of a homeomorphic Sobolev extension for the boundary parametrization of a Jordan curve. This problem plays a central role in geometric function theory and nonlinear elasticity. In the context of nonlinear elasticity, the existence of a homeomorphic Sobolev extension is essential for modeling elastic deformations, ensuring the physical feasibility of such deformations within the Sobolev framework. We establish sharp criteria in terms of the integrability properties of the hyperbolic metric of the Jordan domain. The second topic examines the regularity properties of solutions to forward-backward stochastic differential equations (FBSDEs), with a particular emphasis on Malliavin Sobolev differentiability. FBSDEs play a crucial role in optimal control theory and mathematical finance, where understanding their regularity properties is key to both theoretical developments and practical applications. In this part, we employ the coupling method introduced by S. Geiss and J. Ylinen, which provides a powerful approach to the study of FBSDEs with random coefficients. By means of this method, we establish a new characterization of the Malliavin Sobolev space D<sub>1,2</sub>, and derive regularity results for SDEs, decoupled FBSDEs, and fully coupled FBSDEs.
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Publikationstyp
Publikationsform
Separat verk
Målgrupp
Vetenskaplig
UKM:s publikationstyp
G5 Artikelavhandling
Publikationskanalens uppgifter
Journal/Serie
JYU Dissertations
Förläggare
University of Jyväskylä
ISSN
ISBN
Öppen tillgång
Öppen tillgänglighet i förläggarens tjänst
Ja
Öppen tillgång till publikationskanalen
Helt öppen publikationskanal
Parallellsparad
Nej
Övriga uppgifter
Vetenskapsområden
Matematik
Nyckelord
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Identifierade tema
[object Object]
Publiceringsland
Finland
Förlagets internationalitet
Inhemsk
Språk
engelska
Internationell sampublikation
Nej
Sampublikation med ett företag
Nej
Publikationen ingår i undervisnings- och kulturministeriets datainsamling
Ja