Bréhier, Charles-Edouard - In: Stochastic Processes and their Applications 122 (2012) 7, pp. 2553-2593
We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time scale. We prove that the slow component of the solution of...