A Khasminskii type averaging principle for stochastic reaction–diffusion equations
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Open Access
- 1 June 2009
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Applied Probability
- Vol. 19 (3), 899-948
- https://doi.org/10.1214/08-aap560
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.Keywords
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