Schauder estimates for solutions of linear parabolic integro-differential equations (Q255585): Difference between revisions

The authors prove pointwise Schauder estimates in the spatial variables for solutions to linear parabolic integro-differential equations of the form \[ u_t(x,t)-Lu(x,t)=f(x,t), \] where \[ Lu(x,t)=\int_{\mathbb{R}^n} \delta u(x,y;t)K(x,y;t)\;dy \] with \(\delta u(x,y;t)=u(x+y,t)+u(x-y,t)-2u(x,t)\) and where \(K(x,y;t)\) is a positive kernel satisfying \[ K(x,y;t)=K(x,-y;t) \] and \[ \dfrac{(2-\sigma)\lambda}{|y|^{n+\sigma}}\leq K(x,y;t) \leq \dfrac{(2-\sigma)\Lambda}{|y|^{n+\sigma}} \] for some \(\sigma\in(0,2)\), \(0<\lambda\leq \Lambda<\infty\), and also \[ \left|\nabla_yK(x,y;t)\right|\leq \dfrac{\Lambda}{|y|^{n+\sigma+1}}. \]