English

Schauder estimates for Poisson equations associated with non-local Feller generators

Probability 2021-10-06 v2 Analysis of PDEs

Abstract

We show how H\"older estimates for Feller semigroups can be used to obtain regularity results for solutions to the Poisson equation Af=gAf=g associated with the (extended) infinitesimal generator AA of a Feller process. The regularity of ff is described in terms of H\"older-Zygmund spaces of variable order and, moreover, we establish Schauder estimates. Since H\"{o}lder estimates for Feller semigroups have been intensively studied in the last years, our results apply to a wide class of Feller processes, e.g. random time changes of L\'evy processes and solutions to L\'evy-driven stochastic differential equations. Most prominently, we establish Schauder estimates for the Poisson equation associated with the fractional Laplacian of variable order. As a by-product, we obtain new regularity estimates for semigroups associated with stable-like processes.

Keywords

Cite

@article{arxiv.1902.01760,
  title  = {Schauder estimates for Poisson equations associated with non-local Feller generators},
  author = {Franziska Kühn},
  journal= {arXiv preprint arXiv:1902.01760},
  year   = {2021}
}