On our platform, we delve into the analysis of stochastic differential equations (SDEs) with a focus on understanding the regularity of solutions. Allow me to introduce a scenario involving a $q$-dimensional Brownian motion $\mathrm{W}$ on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{F}=(\mathcal{F}_t)_{t \in [0, T]}, \mathbb{P})$, where $x_0$ is a bounded random variable in $\mathbb{R}^d$.
We consider three processes: $(V_t)_{t \in [0, T]}$, $b(t,.,v): [0, T] \times \Omega \rightarrow \mathbb{R}^d$, and $\sigma(t,.,v): [0, T] \times \Omega \rightarrow \mathbb{R}^{d \times q}$. Notably, $b$, $\sigma$, and $V$ are all members of the $\mathbb{L}^{2}$ space. Furthermore, for any $N \in \mathbb{N}^{*}$, if $V \leq N$, then both $b$ and $\sigma$ are bounded.
Our focus lies in the study of solutions to the stochastic differential equation:
$$dX_{t} = b(t,V_{t})X_{t} dt + \sigma(t,V_{t})X_{t} dW_{t}, \quad X_{0} = x_{0}.$$
While the uniqueness of the solution is evident, I am currently seeking references or insights into determining whether $X$ belongs to $\mathbb{L}^{p}$ for some $p \geq 2$.
Your guidance or suggested references on this matter would be immensely appreciated.