Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces
Chengcheng Ling, Longjie Xie · arXiv (Cornell University) · 2020
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].