On strong solutions to countable systems of SDEs with interaction and non-Lipschitz drift

MaRDI QIDQ5507220zbMATH OpenFDO

Authors M. V. Tantsiura

Publication date 16 December 2016

zbMATH Keywords

interacting particle systempathwise uniquenessstochastic differential equationstrong solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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• Countable systems of degenerate stochastic differential equations with applications to super-{M}arkov chains
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• Strong solutions of non-colliding particle systems
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