On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model

In this work, we first prove the well-posedness of the non-linear martingale problem related to a McKean-Vlasov stochastic differential equation with singular interaction kernel in <i>ℝ</i>^<i>d</i> for <i>d</i>≥3. The particularity of our setting is that the McKean-Vlasov process we study interacts at each time with all its past time marginal laws by means of a singular space-time kernel. Second, we prove that our stochastic process is a probabilistic interpretation for the parabolic-parabolic Keller-Segel system in <i>ℝ</i>^<i>d</i>. We thus obtain a well-posedness result to the latter under explicit smallness condition on the parameters of the model.