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Strong Solutions of Stochastic Differential Equations with Coefficients in Mixed-Norm Spaces
Potential Analysis ( IF 1.1 ) Pub Date : 2021-03-04 , DOI: 10.1007/s11118-021-09913-4
Chengcheng Ling , Longjie Xie

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 Krylov (Probab. Theory Rel. Fields. 131(2)154–196, 2005) and Zhang’s result in Zhang (Electron. J. Probab. 16,1096–1116, 2011).



中文翻译:

混合范空间中具有系数的随机微分方程的强解

通过研究混合范数空间中的抛物线方程,我们证明了由布朗运动驱动的随机微分方程在混合范数空间中具有系数的强解的存在性和唯一性,扩展了Krylov和Röckner在Krylov中的结果(Probab。场。131(2)154-196,2005)和张的成绩在张(电子。J. Probab。16,1096年至1116年,2011年)。

更新日期:2021-03-04
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