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

preprint2020arXivOpen access

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 Röckner's result in [11] and Zhang's result in [18].

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