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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



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