Only if the spell appears on the Wizard spell list
The rule on copying spells into a wizard's spellbook in the "Your Spellbook" sidebar says (Player's Handbook p. 114; emphasis added):
When you find a wizard spell of 1st level or higher, you can add it to your spell book if it is of a spell level you can prepare and if you can spare the time to decipher and copy it.
The limitation is it being a wizard spell specifically, i.e. appearing on the wizard spell list, not just being on one of your class lists. So to transfer a spell it would need to be on both class's list.
You also need to be the one making the copy (there is simply no provision made which enables someone else to do it), so for one of your party members to scribe their spell to you, they would need to create a spell scroll of the spell, with the costs associated with that in addition to your transcribing costs.
As a side note, you aren't able to write any of your own known (sorcerer/cleric) spells to your spellbook without going through the same process. See Can a multi-class Bard/Wizard write spells known from Bard, into Wizard spellbook? or Can I copy prepared Cleric spells that are also on the Wizard spell list into my spellbook? for more details.