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Asymptotic results for a class of stochastic RDEs with fast transport term and noise acting on the boundary

Tuesday 29th June 2010 - 09:20 to 10:10
INI Seminar Room 1
We consider a class of stochastic reaction-diffusion equations having also a stochastic perturbation on the boundary and we show that when the diffusion rate is much larger than the rate of reaction it is possible to replace the SPDE’s by a suitable one- dimensional stochastic differential equation. We study the fluctuations around the averaged motion.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons