We study generalized Hopf–Cole transformations motivated by the Schrödinger bridge problem, which can be seen as a boundary value Hamiltonian system on the Wasserstein space. We prove that generalized Hopf–Cole transformations are symplectic submersions in the Wasserstein symplectic geometry. Many examples, including a Hopf–Cole transformation for the shallow water equations, are given. Based on this transformation, energy splitting inequalities are provided.

We study the well-posedness of a unified system of coupled forward-backward stochastic differential equations (FB-SDEs) with Levy jumps and double completely-S skew reflections. Owing to the reflections, the solution to an embedded Skorohod problem may be not unique, i.e., bifurcations may occur at reflection boundaries, the well-known contraction mapping approach can not be extended directly to solve our problem. Thus, we develop a weak convergence method to prove the well-posedness of an adapted 6-tuple weak solution in the sense of distribution to the unified system. The proof heavily depends on newly established Malliavin calculus for vector-valued Levy processes together with a generalized linear growth and Lipschitz condition that guarantees the well-posedness of the unified system even under a random environment. Nevertheless, if a more strict boundary condition is imposed, i.e., the spectral radii in certain sense for the reflections are strictly less than the unity, a unique adapted 6-tuple strong solution in the sense of sample pathwise is concerned. In addition, as applications and economical studies of our unified system, we also develop new techniques including deriving a generalized mutual information formula for signal processing over possible non-Gaussian channels with multi-input multi-output (MIMO) antennas and dynamics driven by Levy processes.

We study mixing properties of commutative groups of automorphisms acting on compact nilmanifolds. Assuming that every non-trivial element acts ergodically, we prove that such actions are mixing of all orders. We further show exponential 2-mixing and 3-mixing. As an application we prove smooth cocycle rigidity for higher-rank abelian groups of nilmanifold automorphisms.

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For a random walk on a finitely generated group G we obtain a generalization of a classical inequality of Ancona. We deduce as a corollary that the identity map on G extends to a continuous equivariant surjection from the Martin boundary to the Floyd boundary, with preimages of conical points being singletons. This provides new results for Martin compactifications of relatively hyperbolic groups.