A Khasminskii type averaging principle for stochastic reaction-diffusion equations
Probability
2008-05-05 v1
Abstract
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.
Cite
@article{arxiv.0805.0294,
title = {A Khasminskii type averaging principle for stochastic reaction-diffusion equations},
author = {Sandra Cerrai},
journal= {arXiv preprint arXiv:0805.0294},
year = {2008}
}