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arXiv · 0805.0294

A Khasminskii type averaging principle for stochastic reaction-diffusion equations

Sandra Cerrai
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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.

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Sandra Cerrai. 2008-05-02. A Khasminskii type averaging principle for stochastic reaction-diffusion equations. https://arxiv.org/abs/0805.0294

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