A Hölder regularity theory for a class of non-local elliptic equations related to subordinate Brownian motions (Q907313)

The authors study the unique solvability of integro-differential equations of the form \(Lu-\lambda u = f\) where \(L\) is the generator of a certain class of Lévy processes, to wit \[ Lu(x) \int_{\mathbb R^d\setminus\{0\}} (u(x+y)-u(x)-y\nabla u(x)\chi(y)) a(y) J(y)\,dy \] where \(\chi\) is a cut-off function which is bounded and \(1\) near \(y=1\), \(c < a(y) < C\) is bounded and measurable and \(J(y)\,dy\) is a Lévy measure, i.e.\ it integrates the function \(\min\{|y|^2,1\}\). Under the assumption that \(J(y)\) is of the form \(j(|y|)\) and \(j\) satisfies additional inequalities, the authors derive a priori estimates for the solution \(u\) in spaces of Hölder functions and continuous functions. Moreover, solvability and uniqueness of the above integro-differential equation is discussed.