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 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).
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