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Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises |
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| Authors: | Yueling Li Longjie Xie Yingchao Xie |
| Institution: | School of Mathematics and Statistics, Jiangsu Normal University, Xuzhou, Jiangsu 221000, PR China |
| Abstract: | We prove the strong well-posedness for stochastic differential equations driven by partial α-stable noise and partial Brownian noise. The drift coefficients belong to certain mixed-norm spaces, which generalize the known results even for stochastic differential equations with single noise cases. |
| Keywords: | Pathwise uniqueness Stochastic differential equations Singular coefficients Mixed-norm spaces |
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