Schauder estimates for Poisson equations associated with non-local Feller generators (Q2042049): Difference between revisions

Let \((X_t)_{t\geq 0}\) be an \(\mathbb{R}^d\)-valued Feller process with semigroup \(P_tf(x)=\mathbf{E}^xf(X_t)\). Set \[ F_1:=\left\{f\in \mathcal{B}_b(\mathbb{R}^d): \sup_{t\in (0,1)}\sup_{x\in \mathbb{R}^d}\left|\frac{P_tf(x)-f(x)}{t} \right|<\infty\right\}, \] the so-called Favard space of order \(1\). It is known that for any \(f\in F_1\), the limit \[ A_ef(x):=\lim_{t\rightarrow 0} \frac{\mathbf{E}^x f(X_t)-f(x)}{t} \] exists up to a set of potential zero. The main result of this paper takes into account the local behaviour of \((X_t)_{t\geq 0}\) and describes the local regularity of a function \(f\in F_1\). As an application, a regularity result for solutions to the Poisson equation \(A_ef=g\) with certain given \(g\) is obtained. Some examples are further presented.