Abstract

We show that the weak solutions of parabolic equation $\partial_t u - \Delta u + b(t,x) \cdot \nabla u=0$, $(t,x) \in (0,\infty) \times \mathbb R^d$, $d \geqslant 3$, for $b(t,x)$ in a wide class of time-dependent vector fields capturing critical order singularities, constitute a Feller evolution family and, thus, determine a Feller process. Our proof uses an a priori estimate on the $L^p$-norm of the gradient of solution in terms of the $L^q$-norm of the gradient of initial function, and an iterative procedure that moves the problem of convergence in $L^\infty$ to $L^p$.

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