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

Autor:	Ling, Chengcheng, Xie, Longjie
Rok vydání:	2020
Předmět:	Mathematics - Analysis of PDEs
Druh dokumentu:	Working Paper
Popis:	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].
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2002.07097 Zobrazit plný text záznamu View this record from Arxiv