Explicit Solutions of the Extended Skorokhod Problems in Affine Transformations of Time-Dependent Strata

The goal of this paper is to expand the explicit formula for the solutions of the Extended Skorokhod Problem developed earlier for a special class of constraining domains in ℝ n with orthogonal reflection fields. We examine how affine transformations convert solutions of the Extended Skorokhod Problem into solutions of the new problem for the transformed constraining system. We obtain an explicit formula for the solutions of the Extended Skorokhod Problem for any ℝ n - valued càdlàg function with the constraining set that changes in time and the reflection field naturally defined by any basis. The evolving constraining set is a region sandwiched between two graphs in the coordinate system generating the reflection field. We discuss the Lipschitz properties of the extended Skorokhod map and derive Lipschitz constants in special cases of constraining sets of this type.

Convergence of the Nash System

This chapter talks about addressing the convergence problem, which is devoted to the convergence of the Nash system. It contains several results on the differential calculus on the space of probability measures together with an Itô's formula for functionals of a process taking values in the space of probability measures. For simplicity, most of the analysis provided in the chapter is on the torus, but the method is robust enough to accommodate the nonperiodic setting. The chapter also shows that monotonicity plays no role in the proofs of certain theorems. Basically, only the global Lipschitz properties of H and DpH, together with the nondegeneracy of the diffusions and the various bounds obtained for the solution of the master equation and its derivatives matter.

On the Hölder property of mappings in domains and on boundaries

We study homeomorphisms and mappings with branching in domains of the Euclidean space. We establish pointwise Hölder and Lipschitz properties of mappings whose characteristics satisfy a Dini-type condition or whose mean values over infinitesimal balls are finite at the corresponding points. Moreover, we find conditions on the complex coefficients of the Beltrami equations in the unit disk under which their homeomorphic solutions are Hölder-continuous on the boundary.