Nonlinear martingale problems involving singular integrals

We study a class of nonlinear martingale problems in one dimension, that involve a singular integral of the density in the drift term, and are related to systems of particles with singular interactions. First, we prove existence and uniqueness of regular solutions of the associated nonlinear evolution equation. Then, we establish a suitable framework and conditions where the martingale problem is well posed. This extends the results of Bonami et al. (J. Funct. Anal. 165 (1999) 390) to a wide class of coefficients and initial conditions. Finally, we obtain our solution of the martingale problem as the chaotic limit of some systems of particles interacting through regular approximating kernels.