Esmée Theewis

collaborators

6 papers

math.PR2026

Uniform large deviation principles for the stochastic heat equation over unbounded sets of initial data

Michael Salins, Esmée Theewis

We study small-noise large deviations for the stochastic heat equation (SHE) on the torus with unbounded, multiplicative space-time white noise. We establish uniform large deviatio…

math.PR2026

Strong existence and uniqueness for a class of quasilinear stochastic evolution equations

Sebastian Bechtel, 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…

math.FA2026

Maximal regularity for evolution equations with critical singular perturbations

Esmée Theewis, Mark Veraar

Assuming $A$ has maximal $L^{p}$ -regularity, this paper investigates perturbations of $A$ by time-dependent operators $B$ that are unbounded and satisfy a critical $L^{q}$ -integrabilit…

math.PR2025

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…

math.PR2025

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 $L^{2}$ -setting. As the coefficients are allowed to be non-coercive, our framework e…

math.PR2025

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…