Related papers: Interior Schauder estimates for elliptic equations…

We establish sharp regularity estimates for solutions to $Lu=f$ in $\Omega\subset\mathbb R^n$, being $L$ the generator of any stable and symmetric L\'evy process. Such nonlocal operators $L$ depend on a finite measure on $S^{n-1}$, called…

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

In this paper, we establish Schauder's estimates for the following non-local equations in \mR^d : $$ \partial_tu=\mathscr L^{(\alpha)}_{\kappa,\sigma} u+b\cdot\nabla u+f,\ u(0)=0, $$ where $\alpha\in(1/2,2)$ and $ b:\mathbb R_+\times\mathbb…

In $L_2 (\mathbb{R}^d; \mathbb{C}^n)$, we consider a selfadjoint matrix strongly elliptic second order differential operator $\mathcal{A}_\varepsilon$ with periodic coefficients depending on $\mathbf{x}/\varepsilon$. We find approximations…

We obtain sharp parabolic interior and global Schauder estimates for solutions to nonlocal space-time master equations $(\partial_t +L)^su = f$ in $\mathbb{R} \times \Omega$, where $L$ is an elliptic operator in divergence form, subject to…

We provide here global Schauder-type estimates for a chain of integro-partial differential equations (IPDE) driven by a degenerate stable Ornstein-Uhlenbeck operator possibly perturbed by a deterministic drift, when the coefficients lie in…

We prove Schauder estimates for a class of non-local elliptic operators with kernel $K(y)=a(y)/|y|^{d+\sigma}$ and either Dini or H\"older continuous data. Here $0 < \sigma < 2$ is a constant and $a$ is a bounded measurable function, which…

We consider the 2-D incompressible Euler equations in a bounded domain and show that local weak solutions are exponentially integrable, uniformly in time, under minimal integrability conditions. This is a Serrin-type interior regularity…

We prove maximal Schauder regularity for solutions to elliptic systems and Cauchy problems, in the space $C_b(\mathbb{R}^d;\mathbb{R}^m)$ of bounded and continuous functions, associated to a class of nonautonomous weakly coupled…

We study quasilinear elliptic equations of the form $\text{div} \mathbf{A}(x,u,\nabla u) = \text{div}\mathbf{F} $ in bounded domains in $\mathbb{R}^n$, $n\geq 1$. The vector field $\mathbf{A}$ is allowed to be discontinuous in $x$,…

In this paper, we establish pointwise Schauder estimates for solutions of nonlocal fully nonlinear elliptic equations by perturbative arguments. A key ingredient is a recursive Evans-Krylov theorem for nonlocal fully nonlinear translation…

In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…

The parabolic integro-differential Cauchy problem with spatially dependent coefficients is considered in generalized Bessel potential spaces where smoothness is defined by L\'evy measures with O-regularly varying profile. The coefficients…

In this article we introduce a finite difference approximation for integro-differential operators of L\'evy type. We approximate solutions of integro-differential equations, where the second order operator is allowed to degenerate. In the…

The paper is devoted to the study of the short rate equation of the form $$ dR(t)=F(R(t)) dt +\sum_{i=1}^{d}G(R(t-))dZ_i(t)$$ with deterministic functions $F,G_1,...,G_d$ and a multivariate L\'evy process $Z=(Z_1,...,Z_d)$ with possibly…

We develop a Widder-type theory for nonlocal heat equations involving quite general L\'evy operators. Thus, we consider nonnegative solutions and look for conditions on the operator that ensure: (i) uniqueness of nonnegative classical and…

We establish the generalized Evans--Krylov and Schauder type estimates for nonlocal fully nonlinear elliptic equations with rough kernels of variable orders. In contrast to the fractional Laplacian type operators having a fixed order of…

Under mild assumptions, we establish a Liouville theorem for the "Laplace" equation $Au=0$ associated with the infinitesimal generator $A$ of a L\'evy process: If $u$ is a weak solution to $Au=0$ which is at most of (suitable) polynomial…

We establish a priori regularity estimates for viscosity solutions of degenerate fully nonlinear elliptic equations with integrable right-hand sides. When the nonhomogeneous term belongs to $L^p$ with $p>n$, we prove optimal interior…

Let $(L_t)_{t \geq 0}$ be a $k$-dimensional L\'evy process and $\sigma: \mathbb{R}^d \to \mathbb{R}^{d \times k}$ a continuous function such that the L\'evy-driven stochastic differential equation (SDE) $$dX_t = \sigma(X_{t-}) \, dL_t,…