Regularity results for fully nonlinear integro-differential equations: Difference between revisions

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== Interior regularity results ==
== Interior regularity results ==


* For general [[fully nonlinear integro-differential equations]], interior [[differentiability estimates|$C^{1,\alpha}$ estimates]] can be proved in a variety of situations. The simplest assumption would be for a translation invariant [[fully nonlinear integro-differential equations|uniformly elliptic]] equations with respect to the [[Linear integro-differential operator|class of kernels]] that are uniformly elliptic of order $s$ and in the smoothness class of order 0 <ref name="CS"/><ref name="K"/>. There are several other [[differentiability estimates|$C^{1,\alpha}$ estimates]] for variations of this situation (smooth coefficients, kernels close to the smoothness class, etc...) <ref name="CS2"/>.
* For general [[fully nonlinear integro-differential equations]], interior [[differentiability estimates|$C^{1,\alpha}$ estimates]] can be proved in a variety of situations. The simplest assumption would be for a translation invariant [[fully nonlinear integro-differential equations|uniformly elliptic]] equations with respect to the [[Linear integro-differential operator|class of kernels]] that are uniformly elliptic of order $s$ <ref name="CS"/><ref name="K"/>. There are several other [[differentiability estimates|$C^{1,\alpha}$ estimates]] for variations of this situation (smooth coefficients, kernels close to the smoothness class, etc...) <ref name="CS2"/>.


* A [[nonlocal Evans-Krylov theorem|nonlocal version of Evans-Krylov theorem]] says that for the [[Bellman equation]], for a family of kernels that are uniformly elliptic of order $s$ and in the smoothness class of order 2, the solutions are $C^{s+\alpha}$ <ref name="CS3"/>. This is enough regularity for the solutions to be classical.
* A [[nonlocal Evans-Krylov theorem|nonlocal version of Evans-Krylov theorem]] says that for the [[Bellman equation]], for a family of kernels that are uniformly elliptic of order $s$ and in the smoothness class of order 2, the solutions are $C^{s+\alpha}$ <ref name="CS3"/>. This is enough regularity for the solutions to be classical.

Revision as of 16:28, 19 May 2013

Interior regularity results

References

  1. Caffarelli, Luis; Silvestre, Luis (2009), "Regularity theory for fully nonlinear integro-differential equations", Communications on Pure and Applied Mathematics 62 (5): 597–638, doi:10.1002/cpa.20274, ISSN 0010-3640, http://dx.doi.org/10.1002/cpa.20274 
  2. Kriventsov, D., "$C^{1,\alpha}$ interior regularity for nonlinear nonlocal elliptic equations with rough kernels", [[1]] 
  3. Caffarelli, Luis; Silvestre, Luis (2009), "Regularity results for nonlocal equations by approximation", Archive for Rational Mechanics and Analysis (Berlin, New York: Springer-Verlag): 1–30, ISSN 0003-9527 
  4. Caffarelli, Luis; Silvestre, Luis (to appear), "The Evans-Krylov theorem for non local fully non linear equations", Annals of Mathematics, ISSN 0003-486X