Authors
Sandra Cerrai, Mark Freidlin
Publication date
2009/5
Journal
Probability theory and related fields
Volume
144
Pages
137-177
Publisher
Springer-Verlag
Description
We consider the averaging principle for stochastic reaction–diffusion equations. Under some assumptions providing existence of a unique invariant measure of the fast motion with the frozen slow component, we calculate limiting slow motion. The study of solvability of Kolmogorov equations in Hilbert spaces and the analysis of regularity properties of solutions, allow to generalize the classical approach to finite-dimensional problems of this type in the case of SPDE’s.
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