Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces

Chengcheng Ling; Longjie Xie

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arXiv · 2002.07097

Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces

Chengcheng Ling·Longjie Xie

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Abstract

By studying parabolic equations in mixed-norm spaces, we prove the existence and uniqueness of strong solutions to stochastic differential equations driven by Brownian motion with coefficients in spaces with mixed-norm, which extends Krylov and R\"ockner's result in [11] and Zhang's result in [18].

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Chengcheng Ling, Longjie Xie. 2020-02-17. Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces. https://arxiv.org/abs/2002.07097

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