A Khasminskii type averaging principle for stochastic reaction-diffusion equations

Sandra Cerrai

Published 2008-05-02Version 1

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.