Stochastic transport equation with singular drift

Damir Kinzebulatov, Yuliy A. Semenov, Renming Song

Published 2021-02-21Version 1

We prove existence, uniqueness and Sobolev regularity of weak solution of the Cauchy problem of the stochastic transport equation with drift in a large class of singular vector fields containing, in particular, the $L^d$ class, the weak $L^d$ class, as well as some vector fields that are not even in $L_{\rm loc}^{2+\varepsilon}$ for any $\varepsilon>0$.