Voir la notice de l'article provenant de la source Math-Net.Ru
@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/} }
TY - JOUR AU - Andrey Pilipenko AU - Maksym Tantsiura TI - On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift JO - Teoriâ slučajnyh processov PY - 2014 SP - 52 EP - 63 VL - 19 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/THSP_2014_19_2_a4/ LA - en ID - THSP_2014_19_2_a4 ER -
%0 Journal Article %A Andrey Pilipenko %A Maksym Tantsiura %T On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift %J Teoriâ slučajnyh processov %D 2014 %P 52-63 %V 19 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/THSP_2014_19_2_a4/ %G en %F THSP_2014_19_2_a4
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/
[1] A. K. Zvonkin, “A transformation of the phase space of a diffusion process that removes the drift”, Mat. Sb. (N.S.), 93(135) (1974), 129–149 | DOI | MR | Zbl
[2] A. Yu. Veretennikov, “On strong solutions and explicit formulas for solutions of stochastic integral equations”, Mat. Sb., 111(153):3 (1980), 434–452 | MR | Zbl
[3] G. Da Prato, F. Flandoli, E. Priola, M. Rockner, Strong uniqueness for stochastic evolution equations in Hilbert spaces with bounded and measurable drift, 2011, arXiv: 1109.0363v1
[4] V. V. Konarovskii, “On infinite system of diffusing particles with coalescing”, Theory of Probability and Its Applications, 55:1 (2011), 134–144 | DOI | MR
[5] T. Ichiba, I. Karatzas, M. Shkolnikov, “Strong solutions of stochastic equations with rank-based coefficients”, Probability Theory and Related Fields, 156:1-2 (2013), 229–248 | DOI | MR | Zbl
[6] A. S. Sznitman, “Topics in propagation of chaos”, Ecole d'Ete de Probabilites de Saint-Flour XIX—1989, Springer, Berlin Heidelberg, 1991, 165–251 | DOI | MR
[7] A. A. Dorogovtsev, Measure-valued processes and stochastic flows, Proceedings of Institute of Mathematics of NAS of Ukraine. Mathematics and its Applications, 66, Kiev, 2007, 290 pp. | MR | Zbl
[8] A. Pilipenko, “Measure-valued diffusions and continual systems of interacting particles in random media”, Ukrainian mathematical journal, 9 (2005), 1289–1301 | MR | Zbl
[9] A. V. Skorokhod, Stochastic equations for complex systems, Mathematics and its Applications (Soviet Series), 13, D.Reidel Publishing Co., Dodrecht, 1988 | MR | Zbl
[10] H. Georgii, Gibbs measures and phase transitions, de Gruyter Studies in Mathematics, 9, 1988 | MR | Zbl
[11] H. Osada, “Dirichlet form approach to infinite-dimensional Wiener processes with singular interactions”, Communications in mathematical physics, 176:1 (1996), 117–131 | DOI | MR | Zbl
[12] F. Redig, S. Roelly, W. Ruszel, “Short-time Gibbsianness for infinite-dimensional diffusions with space-time interaction”, Journal of Statistical Physics, 138:6 (2010), 1124–1144 | DOI | MR | Zbl