A stochastic Tikhonov theorem in infinite dimensions
The authors consider a two-scale system of stochastic differential equations in Hilbert space with one fast and one slow component. Under certain natural assumptions the authors prove that, as the time scales separate, the slow variable converges uniformly in probability on the given time interval \([0,T]\), while the fast variable converges uniformly in probability on each compact subinterval of \((0,T]\), i.e. away from the origin. This is an infinite-dimensional stochastic version of Tikhonov's theorem, which can be applied to stochastic partial differential equations of the diffusion-reaction type. A main difference with the proofs in the finite-dimensional case is that the authors only deal with mild solutions and rely on a factorization method for Ornstein-Uhlenbeck-type processes.
- A note on the Tikhonov theorem on an infinite interval
- Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions
- scientific article; zbMATH DE number 1176947
- A development of the Tikhonov theorem for singular perturbation systems on a finite interval
- Singular Perturbations in Infinite-Dimensional Control Systems
- Singular perturbation for an abstract non-densely defined Cauchy problem
- A note on the Tikhonov theorem on an infinite interval
- Weak time discretization for slow-fast stochastic reaction-diffusion equations
- scientific article; zbMATH DE number 1176947 (Why is no real title available?)
- A new development for the Tikhonov Theorem in nonlinear singular perturbation systems
- Infinite-dimensional degree theory and stochastic analysis
- A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
This page was built for publication: A stochastic Tikhonov theorem in infinite dimensions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2502189)
