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

DOI10.1007/S11118-021-09913-4zbMATH Open1500.60032arXiv2002.07097OpenAlexW3135305079WikidataQ115381381 ScholiaQ115381381MaRDI QIDQ2148908FDOQ2148908

Authors: Chengcheng Ling, Longjie Xie 

Publication date: 24 June 2022

Published in: Potential Analysis (Search for Journal in Brave)

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].

Full work available at URL: https://arxiv.org/abs/2002.07097

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zbMATH Keywords

stochastic differential equationsKrylov's estimateZvonkin's transformationsingular drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (9)

• Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises
• Stability estimates for singular SDEs and applications
• Strong solutions of semilinear stochastic partial differential equations
• A note on weak existence for singular SDEs
• Well-posedness of stochastic variational inequalities with discontinuous drifts
• Title not available (Why is that?)
• Solutions statistiques fortes des équations différentielles stochastiques
• Parabolic Ito Equations with Mixed in Time Conditions
• Title not available (Why is that?)

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