Thomas Zürcher

The Stepanov differentiability theorem in metric measure spaces

We extend Cheeger’s theorem on differentiability of Lipschitz functions in metric measure spaces to the class of functions satisfying Stepanov’s condition. As a consequence, we obtain the analogue of Calderon’s differentiability theorem of Sobolev functions in metric measure spaces satisfying a Poincaré inequality.

Generalized dimension distortion under planar Sobolev homeomorphisms

We prove essentially sharp dimension distortion estimates for planar Sobolev-Orlicz homeomorphisms.

Luzin's condition (N) and modulus of continuity

Abstract In this paper, we establish Luzins condition (N) for mappings in certain Sobolev–Orlicz spaces with certain moduli of continuity. Further, given a mapping in these Sobolev–Orlicz spaces, we give bounds on the size of the exceptional set where Luzins condition (N) may fail. If a mapping violates Luzins condition (N), we show that there is a Cantor set of measure zero that is mapped to a set of positive measure.

Space-filling vs. Luzin's condition (N)

Let us assume that we are given two metric spaces, where the Hausdorff dimension of the first space is strictly smaller than the one of the second space. Suppose further that the first space has sigma-finite measure with respect to the Hausdorff measure of the corresponding dimension. We show for quite general metric spaces that for any measurable surjection from the first onto the second space, there is a set of measure zero that is mapped to a set of positive measure (both measures are the Hausdorff measures corresponding to the Hausdorff dimension of the first space). We also study more general situations where the measures on the two metric spaces are not necessarily the same and not necessarily Hausdorff measures.

A Stieltjes Approach to Static Hedges

Static hedging of complicated payoff structures by standard instruments becomes increasingly popular in finance. The classical approach is developed for quite regular functions, while for less regular cases, generalized functions and approximation arguments are used. In this note, we discuss the regularity conditions in the classical decomposition formula due to P. Carr and D. Madan (in Jarrow ed, Volatility, pp. 417–427, Risk Publ., London, 1998) if the integrals in this formula are interpreted as Lebesgue integrals with respect to the Lebesgue measure. Furthermore, we show that if we replace these integrals by Lebesgue–Stieltjes integrals, the family of representable functions can be extended considerably with a direct approach.