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Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift

Published 12 Jul 2024 in math.PR and math.AP | (2407.09046v1)

Abstract: We study stochastic differential equations with additive noise and distributional drift on $\mathbb{T}d$ or $\mathbb{R}d$ and $d \geqslant 2$. We work in a scaling-supercritical regime using energy solutions and recent ideas for generators of singular stochastic partial differential equations. We mainly focus on divergence-free drift, but allow for scaling-critical non-divergence free perturbations. In the time-dependent divergence-free case we roughly speaking prove weak well-posedness of energy solutions with initial law $\mu \ll \text{Leb}$ for drift $b \in Lp_T B{-\gamma}_{p, 1}$ with $p \in (2, \infty]$ and $p \geqslant \frac{2}{1 -\gamma}$. For time-independent $b$ we show weak well-posedness of energy solutions with initial law $\mu \ll \text{Leb}$ under certain structural assumptions on $b$ which allow local singularities such that $b \notin B{-1}_{2 d/(d-2), 2}$, meaning that for any $p > 2$ in sufficiently high dimension there exists $b \notin B{-1}_{p, 2}$ such that weak well-posedness holds for energy solutions with drift $b$.

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