{ "id": "2407.09046", "version": "v1", "published": "2024-07-12T07:15:26.000Z", "updated": "2024-07-12T07:15:26.000Z", "title": "Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift", "authors": [ "Lukas Gräfner", "Nicolas Perkowski" ], "comment": "44 pages", "categories": [ "math.PR", "math.AP" ], "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 $b \\in L^p_T B^{-\\gamma}_{p, 1}$ 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 $b$.", "revisions": [ { "version": "v1", "updated": "2024-07-12T07:15:26.000Z" } ], "analyses": { "keywords": [ "energy solutions", "weak well-posedness", "supercritical distributional drift", "singular sdes", "singular stochastic partial differential equations" ], "note": { "typesetting": "TeX", "pages": 44, "language": "en", "license": "arXiv", "status": "editable" } } }