English

Feller generators with singular drifts in the critical range

Probability 2024-08-29 v2 Analysis of PDEs Functional Analysis

Abstract

We consider diffusion operator Δ+b-\Delta + b \cdot \nabla in Rd\mathbb R^d, d3d \geq 3, with drift bb in a large class of locally unbounded vector fields that can have critical-order singularities. Covering the entire range of admissible magnitudes of singularities of bb (but excluding the borderline value), we construct a strongly continuous Feller semigroup on the space of continuous functions vanishing at infinity, thus completing a number of results on well-posedness of SDEs with singular drifts. The previous results on Feller semigroups employed strong elliptic gradient bounds and hence required the magnitude of the singularities to be less than a small dimension-dependent constant. Our approach is different and uses De Giorgi's method ran in LpL^p for pp sufficiently large, hence the gain in the assumptions on singular drift. For the critical borderline value of the magnitude of singularities of bb, we construct a strongly continuous semigroup in a ``critical'' Orlicz space on Rd\mathbb R^d whose local topology is stronger than the local topology of LpL^p for any 2p<2 \leq p<\infty but is slightly weaker than that of LL^\infty.

Keywords

Cite

@article{arxiv.2405.12332,
  title  = {Feller generators with singular drifts in the critical range},
  author = {D. Kinzebulatov and Yu. A. Semenov},
  journal= {arXiv preprint arXiv:2405.12332},
  year   = {2024}
}

Comments

Fixed typos

R2 v1 2026-06-28T16:33:34.728Z