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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2016, том 21(37), выпуск 1, страницы 91–101 (Mi thsp124)

On strong solutions to countable systems of SDEs with interaction and non-Lipschitz drift

M. V. Tantsiura

Institute of Mathematics, National Academy of sciences of Ukraine

Аннотация: A countable system of stochastic differential equations is considered. A theorem on existence and uniqueness of a strong solution is proved if drift and diffusion coefficients satisfy finite interaction radius condition.

Ключевые слова: Stochastic differential equation; strong solution; pathwise uniqueness; interacting particle system.

MSC: Primary 60H10; Secondary 60J60

Язык публикации: английский



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