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math.PR2026
Rough path theory and an introduction to rough partial differential equations
Stefan Tappe
The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is re…
math.PR2026
Stochastic invariance in infinite dimension beyond Lipschitz coefficients
Eduardo Abi Jaber, Stefan Tappe
We establish necessary and sufficient conditions for stochastic invariance of closed subsets in Hilbert spaces for solutions to infinite-dimensional stochastic differential equatio…