Khasminskii type averaging principle for stochastic reaction - diffusion equations ∗ Sandra Cerrai Dip . di Matematica per le Decisioni Università di Firenze Via C . Lombroso 6 / 17 I - 50134 Firenze , Italy
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چکیده
We prove that an averaging principle holds for a general class of stochastic reactiondiffusion 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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تاریخ انتشار 2008