Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces (Q2148908)

By studying the parabolic equations in mixed-norm spaces, the authors prove the existence and uniqueness of strong solutions to stochastic differential equations driven by Brownian motion with coefficients in spaces with mixed-norm. Such mixed-norm spaces are necessary when the physical processes have different behavior with respect to each component, and the advantage lies in the flexible integrability of the coefficients.