A Khasminskii type averaging principle for stochastic reaction–diffusion equations
Cerrai, Sandra
Ann. Appl. Probab., Tome 19 (2009) no. 1, p. 899-948 / Harvested from Project Euclid
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We prove that an averaging principle holds for a general class of stochastic reaction–diffusion systems, having unbounded multiplicative noise, in any space dimension. We show that the classical Khasminskii approach for systems with a finite number of degrees of freedom can be extended to infinite-dimensional systems.
Publié le : 2009-06-15
Classification:  Stochastic reaction diffusion equations,  invariant measures,  ergodic and strongly mixing processes,  averaging principle,  60H15,  34C29,  37L40 
@article{1245071014,
     author = {Cerrai, Sandra},
     title = {A Khasminskii type averaging principle for stochastic reaction--diffusion equations},
     journal = {Ann. Appl. Probab.},
     volume = {19},
     number = {1},
     year = {2009},
     pages = { 899-948},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1245071014}
}

Cerrai, Sandra. A Khasminskii type averaging principle for stochastic reaction–diffusion equations. Ann. Appl. Probab., Tome 19 (2009) no. 1, pp.  899-948. http://gdmltest.u-ga.fr/item/1245071014/