Abstract
Consider the following McKean–Vlasov SDE:
where \(\mu _{X_t}\) stands for the distribution of \(X_t\) and \(K(t,x): {{\mathbb {R}}}_+\times {{\mathbb {R}}}^d\rightarrow {{\mathbb {R}}}^d\) is a time-dependent divergence free vector field. Under the assumption \(K\in L^q_t({\widetilde{L}}_x^p)\) with \(\frac{d}{p}+\frac{2}{q}<2\), where \({\widetilde{L}}^p_x\) stands for the localized \(L^p\)-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.
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This work is supported by NNSFC Grant of China (No. 11731009, 12131019) and the DFG through the CRC 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications”.
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Zhang, X. Weak Solutions of McKean–Vlasov SDEs with Supercritical Drifts. Commun. Math. Stat. 12, 1–14 (2024). https://doi.org/10.1007/s40304-021-00277-0
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DOI: https://doi.org/10.1007/s40304-021-00277-0