A KHASMINSKII TYPE AVERAGING PRINCIPLE FOR STOCHASTIC REACTION-DIFFUSION EQUATIONS

• 成果类型: Article
• 署名作者: Cerrai, Sandra
• 署名单位: University of Florence
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/08-AAP560
• 发表日期: 2009
• 页码: 899-948
• 关键词: systems; approximations; EXISTENCE; BEHAVIOR; noise

摘要

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.