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A Khasminskii type averaging principle for stochastic reaction-diffusion equations. (English) Zbl 1191.60076
Summary: 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.

MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
37L40 Invariant measures for infinite-dimensional dissipative dynamical systems
35R60 PDEs with randomness, stochastic partial differential equations
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