A Stochastic Tikhonov Theorem in Infinite Dimensions

被引:0
|
作者
Rainer Buckdahn
Giuseppina Guatteri
机构
[1] Laboratoire de Mathematiques,
[2] Universite de Bretagne Occidentale,undefined
[3] 6 avenue Le Gorgeu - CS93837,undefined
[4] 29238 Brest Cedex 3,undefined
[5] Dipartimento di Matematica,undefined
[6] Politecnico di Milano,undefined
[7] Piazza Leonardo da Vinci 32,undefined
[8] 20133 Milano,undefined
来源
Applied Mathematics and Optimization | 2006年 / 53卷
关键词
Stochastic differential equations in infinite dimensions; Two-scale stochastic systems; Singular perturbations;
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摘要
The present paper studies the problem of singular perturbation in the infinite-dimensional framework and gives a Hilbert-space-valued stochastic version of the Tikhonov theorem. We consider a nonlinear system of Hilbert-space-valued equations for a "slow" and a "fast" variable; the system is strongly coupled and driven by linear unbounded operators generating a C0-semigroup and independent cylindrical Brownian motions. Under well-established assumptions to guarantee the existence and uniqueness of mild solutions, we deduce the required stability of the system from a dissipativity condition on the drift of the fast variable. We avoid differentiability assumptions on the coefficients which would be unnatural in the infinite-dimensional framework.
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页码:221 / 258
页数:37
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