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This article is cited in 1 scientific paper (total 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.
Citation:
Andrey Pilipenko, Maksym Tantsiura, “On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift”, Theory Stoch. Process., 19(35):2 (2014), 52–63
Linking options:
https://www.mathnet.ru/eng/thsp13 https://www.mathnet.ru/eng/thsp/v19/i2/p52
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Abstract page: | 215 | Full-text PDF : | 61 | References: | 92 |
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