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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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
ISSN
ISBN
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