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Weak solutions of McKean-Vlasov SDEs with supercritical drifts

Published 29 Oct 2020 in math.PR and math.AP | (2010.15330v1)

Abstract: Consider the following McKean-Vlasov SDE: $$ d X_t=\sqrt{2}d W_t+\int_{{\mathbb R}d}K(t,X_t-y)\mu_{X_t}(dy)d t,\ \ X_0=x, $$ where $\mu_{X_t}$ stands for the distribution of $X_t$ and $K(t,x): {\mathbb R}_+\times{\mathbb R}d\to{\mathbb R}d$ is a time-dependent divergence free vector field. Under the assumption $K\in Lq_t(\widetilde L_xp)$ with $\frac dp+\frac2q<2$, where $\widetilde Lp_x$ stands for the localized $Lp$-space, we show the existence of weak solutions to the above SDE. As an application, we provide a new proof for the existence of weak solutions to 2D-Navier-Stokes equations with measure as initial vorticity.

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