Geodesic
On strong solutions to countable systems of SDEs with interaction and non-Lipschitz drift
Teoriâ slučajnyh processov, Tome 21 (2016) no. 1, pp. 91-101

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A countable system of stochastic differential equations is considered. A theorem on existence and uniqueness of a strong solution is proved if drift and diffusion coefficients satisfy finite interaction radius condition.
Keywords: Stochastic differential equation; strong solution; pathwise uniqueness; interacting particle system. 
@article{THSP_2016_21_1_a9,
     author = {M. V. Tantsiura},
     title = {On strong solutions to countable systems of {SDEs} with interaction and {non-Lipschitz} drift},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {91--101},
     publisher = {mathdoc},
     volume = {21},
     number = {1},
     year = {2016},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2016_21_1_a9/}
}
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M. V. Tantsiura. On strong solutions to countable systems of SDEs with interaction and non-Lipschitz drift. Teoriâ slučajnyh processov, Tome 21 (2016) no. 1, pp. 91-101. http://geodesic.mathdoc.fr/item/THSP_2016_21_1_a9/