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 give a complete classification of irreducible symmetric spaces for which there exist proper SL(2,R)-actions as isometries, using the criterion for proper actions by T. Kobayashi [Math. Ann. ’89] and combinatorial techniques of nilpotent orbits. In particular, we classify irreducible symmetric spaces that admit surface groups as discontinuous groups, combining this with Benoist’s theorem [Ann. Math. ’96].

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In this paper, we study the transonic shock problem for the full compressible Euler system in a general two-dimensional de Laval nozzle as proposed in Courant and Friedrichs (Supersonic flow and shock waves, Interscience, New York, 1948): given the appropriately large exit pressure pe(x), if the upstream flow is still supersonic behind the throat of the nozzle, then at a certain place in the diverging part of the nozzle, a shock front intervenes and the gas is compressed and slowed down to subsonic speed so that the position and the strength of the shock front are automatically adjusted such that the end pressure at the exit becomes pe(x). We solve this problem completely for a general class of de Laval nozzles whose divergent parts are small and arbitrary perturbations of divergent angular domains for the full steady compressible Euler system. The problem can be reduced to solve a nonlinear free boundary value problem for a mixed hyperbolic–elliptic system. One of the key ingredients in the analysis is to solve a nonlinear free boundary value problem in a weighted Hölder space with low regularities for a second order quasilinear elliptic equation with a free parameter (the position of the shock curve at one wall of the nozzle) and non-local terms involving the trace on the shock of the first order derivatives of the unknown function.