<p>This paper deals with Lebesgue points and studies properties of the set of Lebesgue points for various classes of functions. We consider continuous functions, L¹ functions and Sobolev functions. In the case of uniformly continuous functions and Hölder continuous functions we develop a characterization in terms of Lebesgue points. For Sobolev functions we study the dimension of the set of non-Lebesgue points.</p>

This paper deals with Lebesgue points and studies properties of the set of Lebesgue points for various classes of functions. We consider continuous functions, L1 functions and Sobolev functions. In the case of uniformly continuous functions and Hölder continuous functions we develop a characterization in terms of Lebesgue points. For Sobolev functions we study the dimension of the set of non-Lebesgue points.

This thesis is divided into two independent parts. The first part concerns the 3D Navier-Stokes equations. The second part deals with regularity issues for a family of integro-differential equations. In the first part of this thesis, we consider weak solutions of the 3D Navier-Stokes equations with L² initial data. We prove that ([Nabla superscript alpha])u is locally integrable in space-time for any real [alpha] such that 1 < [alpha] < 3. Up to now, only the second derivative ([Nabla]²)u was known to be locally integrable by standard parabolic regularization. We also present sharp estimates of those quantities in local weak-L[superscript (4/([alpha]+1))]. These estimates depend only on the L² norm of the initial data and on the domain of integration. Moreover, they are valid even for [alpha] ≥ 3 as long as u is smooth. The proof uses a standard approximation of Navier-Stokes from Leray and blow-up techniques. The local study is based on De Giorgi techniques with a new pressure decomposition. To handle the non-locality of fractional Laplacians, Hardy space and Maximal functions are introduced. In the second part of this thesis, we consider non-local integro-differential equations under certain natural assumptions on the kernel, and obtain persistence of Hölder continuity for their solutions. In other words, we prove that a solution stays in C[superscript beta] for all time if its initial data lies in C[superscript beta]. Also, we prove a C[superscript beta]-regularization effect from [mathematical equation] initial data. It provides an alternative proof to the result of Caffarelli, Chan and Vasseur [10], which was based on De Giorgi techniques. This result has an application for a fully non-linear problem, which is used in the field of image processing. In addition, we show Hölder regularity for solutions of drift diffusion equations with supercritical fractional diffusion under the assumption [mathematical equation]on the divergent-free drift velocity. The proof is in the spirit of Kiselev and Nazarov [48] where they established Hölder continuity of the critical surface quasi-geostrophic (SQG) equation by observing the evolution of a dual class of test functions. / text

The lattice point problem in dynamical systems investigates the distribution of certain objects with some length property in the space that the dynamics is defined. This problem in different contexts can be interpreted differently. In the context of symbolic dynamical systems, we are trying to investigate the growth of N(T), the number of finite words subject to a specific ergodic length T, as T tends to infinity. This problem has been investigated by Pollicott and Urbański to a great extent. We try to investigate it further, by relaxing a condition in the context of deterministic dynamical systems. Moreover, we investigate this problem in the context of random dynamical systems. The method for us is considering the Fourier-Stieltjes transform of N(T) and expressing it via a Poincaré series for which the spectral gap property of the transfer operator, enables us to apply some appropriate Tauberian theorems to understand asymptotic growth of N(T). For counting in the random dynamics, we use some results from probability theory.

In der vorliegenden Arbeit untersuchen wir schwache Lösungen, die zu einem geeigneten Sobolevraum gehören, q-elliptischer und parabolischer Systeme partieller Differentialgleichungen auf deren Regularität für den Fall 1 / In the present work we study the regularity of weak solution to q-elliptic and parabolic systems partial differential equations in appropriate Sobolev spaces in case 1

Depuis la publication de l'ouvrage de Choquet (1955), la théorie d'espérance non linéaire a attiré avec grand intérêt des chercheurs pour ses applications potentielles dans les problèmes d'incertitude, les mesures de risque et le super-hedging en finance. Shige Peng a construit une sorte d'espérance entièrement non linéaire dynamiquement cohérente par l'approche des EDP. Un cas important d'espérance non linéaire cohérente en temps est la G-espérance, dans laquelle le processus canonique correspondant (B_{t})_{t≥0} est appelé G-mouvement brownien et joue un rôle analogue au processus de Wiener classique. L'objectif de cette thèse est d'étudier, dans le cadre de la G-espérance, certaines équations différentielles stochastiques rétrogrades (G-EDSR) à croissance quadratique avec applications aux problèmes de maximisation d'utilité robuste avec incertitude sur les modèles, certaines équations différentielles stochastiques (G-EDS) réfléchies et équations différentielles stochastiques rétrogrades réfléchies avec générateurs lipschitziens. On considère d'abord des G-EDSRs à croissance quadratique. Dans le Chapitre 2 nous fournissons un resultat d'existence et unicité pour des G-EDSRs à croissance quadratique. D'une part, nous établissons des estimations a priori en appliquant le théorème de type Girsanov, d'où l'on en déduit l'unicité. D'autre part, pour prouver l'existence de solutions, nous avons d'abord construit des solutions pour des G-EDSRs discretes en résolvant des EDPs non-linéaires correspondantes, puis des solutions pour les G-EDSRs quadratiques générales dans les espaces de Banach. Dans le Chapitre 3 nous appliquons les G-EDSRs quadratiques aux problèmes de maximisation d'utilité robuste. Nous donnons une caratérisation de la fonction valeur et une stratégie optimale pour les fonctions d'utilité exponentielle, puissance et logarithmique. Dans le Chapitre 4, nous traitons des G-EDSs réfléchies multidimensionnelles. Nous examinons d'abord la méthode de pénalisation pour résoudre des problèmes de Skorokhod déterministes dans des domaines non convexes et établissons des estimations pour des fonctions α-Hölder continues. A l'aide de ces résultats obtenus pour des problèmes déterministes, nous définissons le G-mouvement Brownien réfléchi et prouvons son existence et son unicité dans un espace de Banach. Ensuite, nous prouvons l'existence et l'unicité de solution pour les G-EDSRs multidimensionnelles réfléchies via un argument de point fixe. Dans le Chapitre 5, nous étudions l'existence et l'unicité pour les équations différentielles stochastiques rétrogrades réfléchies dirigées par un G-mouvement brownien lorsque la barrière S est un processus de G-Itô. / Since the publication of Choquet's (1955) book, the theory of nonlinear expectation has attracted great interest from researchers for its potential applications in uncertainty problems, risk measures and super-hedging in finance. Shige Peng has constructed a kind of fully nonlinear expectation dynamically coherent by the PDE approach. An important case of time-consistent nonlinear expectation is G-expectation, in which the corresponding canonical process (B_{t})_{t≥0} is called G-Brownian motion and plays a similar role to the classical Wiener process. The objective of this thesis is to study, in the framework of the G-expectation, some backward stochastic differential equations (G-BSDE) under a quadratic growth condition on their coefficients with applications to robust utility maximization problems with uncertainty on models, Reflected stochastic differential equations (reflected G-SDE) and reflected backward stochastic differential equations with Lipschitz coefficients (reflected G-BSDE). We first consider G-BSDE with quadratic growth. In Chapter 2 we provide a result of existence and uniqueness for quadratic G-BSDEs. On the one hand, we establish a priori estimates by applying the Girsanov-type theorem, from which we deduce the uniqueness. On the other hand, to prove the existence of solutions, we first constructed solutions for discrete G-BSDEs by solving corresponding nonlinear PDEs, then solutions for the general quadratic G-BSDEs in the spaces of Banach. In Chapter 3 we apply quadratic G-BSDE to robust utility maximization problems. We give a characterization of the value function and an optimal strategy for exponential, power and logarithmic utility functions. In Chapter 4, we discuss multidimensional reflected G-SDE. We first examine the penalization method to solve deterministic Skorokhod problems in non-convex domains and establish estimates for continuous α-Hölder functions. Using these results for deterministic problems, we define the reflected G-Brownian motion and prove its existence and its uniqueness in a Banach space. Then we prove the existence and uniqueness of the solution for the multidimensional reflected G-SDE via a fixed point argument. In Chapter 5, we study the existence and uniqueness of the reflected backward stochastic differential equations driven by a G-Brownian motion when the obstacle S is a G-Itô process.