On linear row-finite systems of stochastic differential equations

We discuss the existence of solutions of linear stochastic differential equations in $\mathbf{R}^\infty$. The existence of strong continuous (respectively, $L^p$-continuous) solutions of autonomous linear stochastic differential equations in $\mathbf{R}^\infty$ with continuous (respectively, $L^p$-continuous) right-hand sides is proved. Uniqueness conditions are obtained.