EPISODE · May 18, 2007 · 46 MIN
08 - On the averaging principle for a general class of SPDE's - Sandra CERRAI
from Conference Stochastic Dynamics (SAMOS, 2007) · host UP1 Service TICe
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. Sandra CERRAI. Universita di Firenze. Document associé : support de présentation : http://epi.univ-paris1.fr/servlet/com.univ.collaboratif.utils.LectureFichiergw?CODE_FICHIER=1182789980424 (pdf) Bande son disponible au format mp3 Durée : 47 mn
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08 - On the averaging principle for a general class of SPDE's - Sandra CERRAI
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