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.
Citation
Sandra Cerrai. "A Khasminskii type averaging principle for stochastic reaction–diffusion equations." Ann. Appl. Probab. 19 (3) 899 - 948, June 2009. https://doi.org/10.1214/08-AAP560
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