Is there a way to estimate moments of strong solution to SDE Posted by John ZHANG, at math.stackexchange.com, 11 Aug 2015 Suppose the SDE $$\mathsf dX_t =b(t,X_t)\mathsf dt + \sigma(t,X_t)\mathsf dW_t,\; X_0 = x$$ where $t\in[0,T]$ has a strong…