Strong Solutions of Stochastic Differential Equations with Coefficients in Mixed-Norm Spaces

Ling, CC; Xie, LJ

Xie, LJ (corresponding author), Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221000, Jiangsu, Peoples R China.

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Abstract

By studying parabolic equations in mixed-norm spaces, we prove the existence and uniqueness of strong solutions to stochastic differential equations d......

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