Well-posedness of McKean-Vlasov SDEs with density-dependent drift

In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrability condition in time-space variables. The drift and noise coefficients are assumed to be Lipschitz continuous in distribution variable with respect to Wasserstein metric W p . Our approach is by approximation with mollifiers. We prove strong existence of a solution. Weak and strong uniqueness are obtained when p = 1, the drift coefficient is bounded, and the diffusion coefficient is distribution free.