6 papers · 1 filter
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…
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…
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…
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…
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…