Averaging principle for semilinear stochastic partial differential equations involving space-time white noise. (English) Zbl 1515.60241
Summary: We study the averaging principle for a class of semilinear stochastic partial differential equations perturbed by space-time white noise. Using the factorization method and Burkholder’s inequality, the estimation of stochastic integral involving the heat kernel is obtained. Under suitable assumptions, we show that the original stochastic systems can be approximated by the averaged equations.
MSC:
| 60H15 | Stochastic partial differential equations (aspects of stochastic analysis) |
| 35R60 | PDEs with randomness, stochastic partial differential equations |
| 60H40 | White noise theory |
Keywords:
averaging principle; space-time white noise; semilinear stochastic partial differential equationsReferences:
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