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We consider nonlinear integro-differential equations, like the ones that arise from stochastic control problems with purely jump L\`evy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior…

Analysis of PDEs · Mathematics 2010-03-31 Luis Caffarelli , Luis Silvestre

We develop a regularity theory for integro-differential equations with kernels deforming in space like sections of a convex solution of a Monge-Amp\`{e}re equation. We prove an ABP estimate and a Harnack inequality and derive H\"{o}lder and…

Analysis of PDEs · Mathematics 2020-03-03 Luis Caffarelli , Rafayel Teymurazyan , José Miguel Urbano

We study the regularity for solutions of fully nonlinear integro differential equations with respect to nonsymmetric kernels. More precisely, we assume that our operator is elliptic with respect to a family of integro differential linear…

Analysis of PDEs · Mathematics 2012-06-28 Hector Chang Lara , Gonzalo Davila

In this paper, we consider the regularity theory for fully nonlinear parabolic integro-differential equations with symmetric kernels. We are able to find parabolic versions of Alexandrov-Backelman-Pucci estimate with 0<\sigma<2. And we show…

Analysis of PDEs · Mathematics 2011-10-14 Yong-Cheol Kim , Ki-Ahm Lee

We study robust regularity estimates for a class of nonlinear integro-differential operators with anisotropic and singular kernels. In this paper, we prove a Sobolev-type inequality, a weak Harnack inequality, and a local H\"older estimate.

Analysis of PDEs · Mathematics 2022-02-16 Jamil Chaker , Minhyun Kim

In this paper, we consider fully nonlinear integro-differential equations with possibly nonsymmetric kernels. We are able to find different versions of Alexandroff-Backelman-Pucci estimate corresponding to the full class $\cS^{\fL_0}$ of…

Analysis of PDEs · Mathematics 2011-05-02 Yong-Cheol Kim , Ki-Ahm Lee

In this paper we extend previous results on the regularity of solutions of integro-differential parabolic equations. The kernels are non necessarily symmetric which could be interpreted as a non-local drift with the same order as the…

Analysis of PDEs · Mathematics 2014-08-05 Hector Chang-Lara , Gonzalo Davila

In this paper we study integro-differential equations like the anisotropic fractional Laplacian. As in [Silvestre, Indiana University Mathematics Journal 55, 2006], we adapt the De Giorgi technique to achieve the $C^{\gamma}$-regularity for…

Analysis of PDEs · Mathematics 2020-08-31 E. B. dos Santos , Raimundo Leitão

We prove H\"older regularity for a general class of parabolic integro-differential equations, which (strictly) includes many previous results. We present a proof which avoids the use of a convex envelop as well as give a new covering…

Analysis of PDEs · Mathematics 2016-07-06 Russell W. Schwab , Luis Silvestre

We study weak solutions to nonlocal equations governed by integrodifferential operators. Solutions are defined with the help of symmetric nonlocal bilinear forms. Throughout this work, our main emphasis is on operators with general,…

Analysis of PDEs · Mathematics 2020-03-25 Bartlomiej Dyda , Moritz Kassmann

In this paper we consider a large class of fully nonlinear integro-differential equations. The class of our nonlocal operators we consider is not spatial homogeneous and we put mild assumptions on its kernel near zero. We prove the H\"older…

Probability · Mathematics 2014-05-12 Jongchun Bae

We study the regularity of solutions of parabolic fully nonlinear nonlocal equations. We proof Holder regularity in space and time and for translation invariant equations and under different assumptions on the kernels Holder regularity for…

Analysis of PDEs · Mathematics 2012-05-17 Héctor A. Chang Lara , Gonzalo Dávila

We prove a $C^{1,\alpha}$ interior regularity theorem for fully nonlinear uniformly elliptic integro-differential equations without assuming any regularity of the kernel. We then give some applications to linear theory and higher regularity…

Analysis of PDEs · Mathematics 2014-04-07 Dennis Kriventsov

We introduce a new class of fully nonlinear integro-differential operators with possible nonsymmetric kernels, which includes the ones that arise from stochastic control problems with purely jump L\`evy processes. If the index of the…

Classical Analysis and ODEs · Mathematics 2010-11-01 Yong-Cheol Kim , Ki-Ahm Lee

In this paper we establish optimal regularity estimates and smoothness of free boundaries for nonlocal obstacle problems governed by a very general class of integro-differential operators with possibly singular kernels. More precisely, in…

Analysis of PDEs · Mathematics 2023-08-04 Xavier Ros-Oton , Marvin Weidner

In this paper, the regularity results for the integro-differential operators of the fractional Laplacian type by Caffarelli and Silvestre \cite{CS1} are extended to those for the integro-differential operators associated with symmetric,…

Analysis of PDEs · Mathematics 2014-08-04 Soojung Kim , Yong-Cheol Kim , Ki-Ahm Lee

We study local regularity properties for solutions of linear, non-uniformly elliptic equations. Assuming certain integrability conditions on the coefficient field, we prove local boundedness and Harnack inequality. The assumed integrability…

Analysis of PDEs · Mathematics 2019-01-24 Peter Bella , Mathias Schäffner

We consider fully nonlinear elliptic integro-differential operators with kernels of variable orders, which generalize the integro-differential operators of the fractional Laplacian type in \cite{CS}. Since the order of differentiability of…

Analysis of PDEs · Mathematics 2018-05-22 Minhyun Kim , Ki-Ahm Lee

We consider a broad class of nonlinear integro-differential equations with a kernel whose differentiability order is described by a general function $\phi$. This class includes not only the fractional $p$-Laplace equations, but also…

Analysis of PDEs · Mathematics 2025-06-17 Jihoon Ok , Kyeong Song

H\"older estimates and Harnack inequalities are studied for fully nonlinear integro-differential equations under some mild assumptions. We allow the kernels of variable order and critically close to 2.

Analysis of PDEs · Mathematics 2022-07-07 Shuhei Kitano
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