6 papers
The Yamada-Watanabe-Engelbert theorem for SPDEs in Banach spaces
Esmée Theewis
We give a unified proof of the Yamada-Watanabe-Engelbert theorem for various notions of solutions for SPDEs in Banach spaces with cylindrical Wiener noise. We use Kurtz' generaliza…
Strong existence and uniqueness for a class of quasilinear stochastic evolution equations
Sebastian Bechtel, Esmée Theewis, Esmée Theewis
We establish existence of probabilistically strong solutions and pathwise uniqueness for a class of quasilinear stochastic evolution equations on bounded domains. Our results combi…
Maximal regularity for evolution equations with critical singular perturbations
Esmée Theewis, Mark Veraar
Assuming has maximal -regularity, this paper investigates perturbations of by time-dependent operators that are unbounded and satisfy a critical -integrabilit…
Large Deviations for Stochastic Evolution Equations in the Critical Variational Setting
Esmée Theewis, Mark Veraar
Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the criti…
The large deviation principle for the stochastic 3D primitive equations with transport noise
Antonio Agresti, Esmée Theewis
We prove the small-noise large deviation principle for the three-dimensional primitive equations with transport noise and turbulent pressure. Transport noise is important for geoph…
Large deviations for stochastic evolution equations beyond the coercive case
Esmée Theewis
We prove the small-noise large deviation principle (LDP) for stochastic evolution equations in an -setting. As the coefficients are allowed to be non-coercive, our framework e…