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Weak solutions of McKean-Vlasov SDEs with supercritical drifts

Probability 2020-10-30 v1 Analysis of PDEs

Abstract

Consider the following McKean-Vlasov SDE: dXt=2dWt+RdK(t,Xty)μXt(dy)dt,  X0=x, d X_t=\sqrt{2}d W_t+\int_{{\mathbb R}^d}K(t,X_t-y)\mu_{X_t}(dy)d t,\ \ X_0=x, where μXt\mu_{X_t} stands for the distribution of XtX_t and K(t,x):R+×RdRdK(t,x): {\mathbb R}_+\times{\mathbb R}^d\to{\mathbb R}^d is a time-dependent divergence free vector field. Under the assumption KLtq(L~xp)K\in L^q_t(\widetilde L_x^p) with dp+2q<2\frac dp+\frac2q<2, where L~xp\widetilde L^p_x stands for the localized LpL^p-space, we show the existence of weak solutions to the above SDE. As an application, we provide a new proof for the existence of weak solutions to 2D-Navier-Stokes equations with measure as initial vorticity.

Keywords

Cite

@article{arxiv.2010.15330,
  title  = {Weak solutions of McKean-Vlasov SDEs with supercritical drifts},
  author = {Xicheng Zhang},
  journal= {arXiv preprint arXiv:2010.15330},
  year   = {2020}
}

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11pages