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Эта публикация цитируется в 1 научной статье (всего 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.
Образец цитирования:
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
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp13 https://www.mathnet.ru/rus/thsp/v19/i2/p52
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Страница аннотации: | 252 | PDF полного текста: | 67 | Список литературы: | 100 |
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