Geodesic
On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift
Teoriâ slučajnyh processov, Tome 19 (2014) no. 2, pp. 52-63

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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. 
@article{THSP_2014_19_2_a4,
     author = {Andrey Pilipenko and Maksym Tantsiura},
     title = {On the strong existence and uniqueness to a solution of a countable system of {SDEs} with measurable drift},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {52--63},
     publisher = {mathdoc},
     volume = {19},
     number = {2},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2014_19_2_a4/}
}
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Andrey Pilipenko; Maksym Tantsiura. On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift. Teoriâ slučajnyh processov, Tome 19 (2014) no. 2, pp. 52-63. http://geodesic.mathdoc.fr/item/THSP_2014_19_2_a4/