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Theory of Stochastic Processes, 2014, Volume 19(35), Issue 2, Pages 52–63 (Mi thsp13)  

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
Full-text PDF (268 kB) Citations (1)
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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.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-90406_Укр_а
This work was partially supported by the Presidium of National Academy of Sciences of Ukraine as part of the joint scientific project with the Russian foundation of fundamental research, project number 09-01-14.
Bibliographic databases:
Document Type: Article
MSC: 60H10, 60J60
Language: English
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
Citation in format AMSBIB
\Bibitem{PilTan14}
\by Andrey Pilipenko, Maksym Tantsiura
\paper On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift
\jour Theory Stoch. Process.
\yr 2014
\vol 19(35)
\issue 2
\pages 52--63
\mathnet{http://mi.mathnet.ru/thsp13}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3405383}
\zmath{https://zbmath.org/?q=an:1340.60093}
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  • https://www.mathnet.ru/eng/thsp13
  • https://www.mathnet.ru/eng/thsp/v19/i2/p52
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Theory of Stochastic Processes
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    Abstract page:213
    Full-text PDF :59
    References:92
     
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