RUS  ENG
Полная версия
ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2014, том 19(35), выпуск 2, страницы 52–63 (Mi thsp13)

Эта публикация цитируется в 1 статье

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

Аннотация: 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.

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

MSC: 60H10, 60J60

Язык публикации: английский



Реферативные базы данных:


© МИАН, 2024