Boundary regularity for fully nonlinear integro-differential equations

By Xavier Ros-Oton, J. Serra. 2014

159 citations recorded by the source corpus.

We study fine boundary regularity properties of solutions to fully nonlinear elliptic integro-differential equations of order 2s, with s ∈ (0,1). We consider the class of nonlocal operators L∗ ⊂L 0, which consists of all the infinitesimal generators of stable Levy processes belonging to the class L0 of Caffarelli-Silvestre. For fully nonlinear operators I elliptic with respec tt oL∗ ,w e prove that solutions to Iu = f in Ω, u = 0 in R n \ Ω, satisfy u/d s ∈ C s−ϵ (Ω) for all ϵ> 0, where d is the distance to ∂ Ωa ndf ∈ L ∞ . We expect the Holder exponent s − ϵ to be optimal (or almost optimal) for general right hand sides f ∈ L ∞ . Moreover, we also expect the class L∗ to be the largest scale invariant subclass of L0 for which this result is true. In this direction, we show that the class L0 is too large for all solutions to behave like d s . The constants in all the estimates in this paper remain bounded as th eo rder of the equation approaches 2.

Subfields: Applied Mathematics, Finance

View Paper: https://www.semanticscholar.org/paper/1ab2af28657cc77c61a837d49801c914617ebdd1

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In Applied Mathematics

  1. Xavier Ros-Oton
  2. Marco Squassina
  3. Enrico Valdinoci
  4. Giampiero Palatucci
  5. Serena Dipierro
  6. Gerd Grubb
  7. Nicola Abatangelo
  8. Sunra Mosconi

In Finance

  1. Xavier Ros-Oton
  2. Nicola Abatangelo
  3. Gerd Grubb
  4. J. Serra
  5. Giampiero Palatucci
  6. Serena Dipierro
  7. Enrico Valdinoci
  8. Tuomo Kuusi

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