Regularity results for fully nonlinear parabolic integro-differential operators
نویسندگان
چکیده
منابع مشابه
Regularity theory for fully nonlinear integro-differential equations
We consider nonlinear integro-differential equations like the ones that arise from stochastic control problems with purely jump Lévy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior C 1; ̨ regularity for general fully nonlinear integro-differential equations. Our estimates remain uniform as the degree of the equation approaches 2, so they can be seen ...
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Received by the editors March 8, 2010 and, in revised form, August 2, 2010, October 26, 2010, and December 17, 2010. 2010 Mathematics Subject Classification. Primary 35B65, 45G05, 47G10.
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ژورنال
عنوان ژورنال: Mathematische Annalen
سال: 2013
ISSN: 0025-5831,1432-1807
DOI: 10.1007/s00208-013-0948-8