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Homeomorphic Sobolev extensions and Sobolev spaces in stochastic differential equations

Year of publication

2025

Authors

Zhou, Xilin

Abstract

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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Organizations and authors

Publication type

Publication format

Monograph

Audience

Scientific

MINEDU's publication type classification code

G5 Doctoral dissertation (articles)

Publication channel information

Journal/Series

JYU Dissertations

Publisher

University of Jyväskylä

Open access

Open access in the publisher’s service

Yes

Open access of publication channel

Fully open publication channel

Self-archived

No

Other information

Fields of science

Mathematics

Keywords

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Identified topic

[object Object]

Publication country

Finland

Internationality of the publisher

Domestic

Language

English

International co-publication

No

Co-publication with a company

No

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes