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JOURNALS
// Theory of Stochastic Processes
// Archive
Theory Stoch. Process.,
2016
Volume 21(37),
Issue 1,
Pages
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
Abstract:
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.
Keywords:
Stochastic differential equation; strong solution; pathwise uniqueness; interacting particle system.
MSC:
Primary
60H10
; Secondary
60J60
Language:
English
Fulltext:
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