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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 consider the Ising model at its critical temperature with external magnetic field ha15/8 on the square lattice with lattice spacing a. We show that the truncated two-point function in this model decays exponentially with a rate independent of a as a ↓ 0. As a consequence, we show exponential decay in the near-critical scaling limit Euclidean magnetization field. For the lattice model with a = 1, the mass (inverse correlation length) is of order h8/15 as h ↓ 0; for the Euclidean field, it equals exactly Ch8/15 for some C. Although there has been much progress in the study of critical scaling limits, results on near-critical models are far fewer due to the lack of conformal invariance away from the critical point. Our arguments combine lattice and continuum FK representations, including coupled conformal loop and measure ensembles, showing that such ensembles can be useful even in the study of near-critical scaling limits. Thus we provide the first substantial application of measure ensembles.

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The tip multifractal spectrum of a 2-dimensional curve is one way to describe the behavior of the uniformizing conformal map of the complement near the tip. We give the tip multifractal spectrum for a Schramm–Loewner evolution (SLE) curve, we prove that the spectrum is valid with probability 1, and we give applications to the scaling of harmonic measure at the tip.