4 papers
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…
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…
Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
Julia Ackermann, Thomas Kruse, Stefan Tappe
We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role f…
Square Root Operators and the Well-Posedness of Pseudodifferential Parabolic Models of Wave Phenomena
Matthias Ehrhardt, Jochen Glück, Pavel Petrov +1
Pseudodifferential parabolic equations with an operator square root arise in wave propagation problems as a one-way counterpart of the Helmholtz equation. The expression under the…