English

Schauder's estimates for nonlocal equations with singular L\'evy measures

Probability 2020-02-25 v1

Abstract

In this paper, we establish Schauder's estimates for the following non-local equations in \mR^d : tu=Lκ,σ(α)u+bu+f, u(0)=0, \partial_tu=\mathscr L^{(\alpha)}_{\kappa,\sigma} u+b\cdot\nabla u+f,\ u(0)=0, where α(1/2,2)\alpha\in(1/2,2) and b:R+×RdR b:\mathbb R_+\times\mathbb R^d\to\mathbb R is an unbounded local β\beta-order H\"older function in x x uniformly in t t , and Lκ,σ(α)\mathscr L^{(\alpha)}_{\kappa,\sigma} is a non-local α\alpha-stable-like operator with form: \begin{align*} {\mathscr L}^{(\alpha)}_{\kappa,\sigma}u(t,x):=\int_{\mathbb R^d}\Big(u(t,x+\sigma(t,x)z)-u(t,x)-\sigma(t,x)z^{(\alpha)}\cdot\nabla u(t,x)\Big)\kappa(t,x,z)\nu^{(\alpha)}(\mathord{{\rm d}} z), \end{align*} where z(α)=z1α(1,2)+z1z11α=1z^{(\alpha)}=z\mathbf{1}_{\alpha\in(1,2)}+z\mathbf{1}_{|z|\leq 1}\mathbf{1}_{\alpha=1}, κ:R+×R2dR+ \kappa:\mathbb R_+\times\mathbb R^{2d}\to\mathbb R_+ is bounded from above and below, σ:R+×RdRdRd \sigma:\mathbb R_+\times\mathbb R^{d}\to \mathbb R^d\otimes \mathbb R^d is a γ \gamma -order H\"older continuous function in x x uniformly in t t , and ν(α) \nu^{(\alpha)} is a singular non-degenerate α \alpha -stable L\'evy measure.

Keywords

Cite

@article{arxiv.2002.09887,
  title  = {Schauder's estimates for nonlocal equations with singular L\'evy measures},
  author = {Zimo Hao and Zhen Wang and Mingyan Wu},
  journal= {arXiv preprint arXiv:2002.09887},
  year   = {2020}
}
R2 v1 2026-06-23T13:50:45.336Z