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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2014 Volume 19(35), Issue 2, Pages 52–63 (Mi thsp13)

This article is cited in 1 paper

On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift

Andrey Pilipenko, Maksym Tantsiura

Institute of Mathematics, National Academy of Sciences of Ukraine, Tereshchenkivska str. 3, 01601, Kiev, Ukraine

Abstract: We consider a countable system of stochastic differential equations that describes a motion of an interacting particles in a random environment. A theorem on existence and uniqueness of a strong solution is proved if the drift term is a bounded measurable function that satisfies finite radius interaction condition.

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

MSC: 60H10, 60J60

Language: English



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