Brownian motion with general drift

Abstract: We construct and study the weak solution to stochastic differential equation $dX(t)=-b(X(t))dt+\sqrt{2}dW(t)$, $X_0=x$, for every $x \in \mathbb R^d$, $d \geq 3$, with $b$ in the class of weakly form-bounded vector fields, containing, as proper subclasses, a sub-critical class $[L^d+L^\infty]^d$, as well as critical classes such as weak $L^d$ class, Kato class, Campanato-Morrey class, Chang-Wilson-T. Wolff class.