On strong solutions to countable systems of SDEs with interaction and non-Lipschitz drift
M. V. TantsiuraTheory of Stochastic Processes
Vol.21 (37), no.1, 2016, pp.91-101
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.