On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift

Andrey Pilipenko, Maksym Tantsiura
Theory of Stochastic Processes
Vol.19 (35), no.2, 2014, pp.52-63
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.