Removing the uniform upper bound on the component curvatures
Establish the scaling-limit theory for strongly log-concave log-mixtures whose strictly convex component potentials have no uniform upper bound on their second derivatives, including the required strong solutions, time ergodicity, and extremality of the associated disordered Gibbs measures.
References
These SDEs still have weak solutions (as follows from [5, Theorem 4.4]), but proving existence of strong solutions seems very difficult. In the absence of that, it is unclear how to obtain time-ergodicity of the corresponding dynamics. Via [5, Theorem 5.15] it would follow if we knew that for a.e. κ the disordered Gibbs measure is extremal, but extremality of Gibbs measures is a notoriously hard question as well (and as we need extremality for fixed κ we are not in any translation-invariant setting, so the abstract theory of [63] does not apply). While we currently do not know how to resolve this problem, the discussion above served as our motivation to point out that if we have a strongly log-concave log-mixture of quadratic growth then the corresponding disordered Gibbs measures are in fact a.s. extremal (see Theorem 6.4).