Karlikova M. P.
Ukr. Mat. Zh. - 2005. - 57, № 8. - pp. 1020 – 1029
We investigate properties of a solution of a stochastic differential equation with interaction and their dependence on a space variable. It is shown that $x(u, t) − u$ belongs to $S$ under certain conditions imposed on the coefficients, and, furthermore, it depends continuously on the initial measure as an element of S. We also study the problem of the existence of a solution of the equation governed by a generalized function.
Ukr. Mat. Zh. - 2005. - 57, № 7. - pp. 895–903
We prove that a stochastic differential equation for an evolution flow with interaction whose coefficients do not satisfy the global Lipschitz condition has a weak solution.