4 papers · 1 filter
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…
Invariant submanifolds for solutions to rough differential equations
Stefan Tappe
In this paper we provide necessary and sufficient conditions for invariance of finite dimensional submanifolds for rough differential equations (RDEs) with values in a Banach space…
A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach
Rajeev Bhaskaran, Stefan Tappe
In this note we provide conditions for local invariance of finite dimensional submanifolds for solutions to stochastic partial differential equations (SPDEs) in the framework of th…