{ "id": "2407.09222", "version": "v1", "published": "2024-07-12T12:38:17.000Z", "updated": "2024-07-12T12:38:17.000Z", "title": "Energy solutions to SDEs with supercritical distributional drift: A stopping argument", "authors": [ "Lukas Gräfner" ], "comment": "11 pages", "categories": [ "math.PR" ], "abstract": "In this note we consider the SDE \\begin{equation*} \\text{d}X_t = b (t, X_t) \\text{d} t + \\sqrt{2} \\text{d} B_t, \\label{mainSDE} \\end{equation*} in dimension $d \\geqslant 2$, where $B$ is a Brownian motion and $b : \\mathbb{R}_+ \\rightarrow \\mathcal{S}' (\\mathbb{R}^d ; \\mathbb{R}^d)$ is distributional, scaling super-critical and satisfies $\\nabla \\cdot b \\equiv 0$. We partially extend the super-critical weak well-posedness result for energy solutions from [GP24] by allowing a mixture of the regularity regimes treated therein: Outside of environments of a small (and compared to [GP24] ''time-dependent'') set $K \\subset \\mathbb{R}_+ \\times \\mathbb{R}^d$, the antisymmetric matrix field $A$ with $b^i = \\nabla\\cdot A_i$ is assumed to be in a certain supercritical $L^q_T H^{s, p}$-type class that allows a direct link between the PDE and the SDE from a-priori estimates up to the stopping time of visiting $K$. To establish this correspondence, and thus uniqueness, globally in time we then show that $K$ is actually never visited which requires us to impose a relation between the dimension of $K$ and the H\\\"older regularity of $X$.", "revisions": [ { "version": "v1", "updated": "2024-07-12T12:38:17.000Z" } ], "analyses": { "keywords": [ "supercritical distributional drift", "energy solutions", "stopping argument", "antisymmetric matrix field", "super-critical weak well-posedness result" ], "note": { "typesetting": "TeX", "pages": 11, "language": "en", "license": "arXiv", "status": "editable" } } }