Boundary regularity for fully nonlinear integro-differential equations

Abstract: We study fine boundary regularity properties of solutions to fully nonlinear elliptic integro-differential equations of order

2 s

, with

s i n (0, 1)

. We consider the class of nonlocal operators

m a t h c a l L_{*} s u b s e t m a t h c a l L_{0}

, which consists of infinitesimal generators of stable L'evy processes belonging to the class

m a t h c a l L_{0}

of Caffarelli-Silvestre. For fully nonlinear operators

I

elliptic with respect to

m a t h c a l L_{*}

, we prove that solutions to

I u = f

in

O m e g a

,

u = 0

in

m a t h b b R^{n} s e t m i n u s O m e g a

, satisfy

u / d^{s} i n C^{s + g a m m a} (o v e r l i n e O m e g a)

, where

d

is the distance to

p a r t i a l O m e g a

and

f i n C^{g} a m m a

. We expect the class

m a t h c a l L_{*}

to be the largest scale invariant subclass of

m a t h c a l L_{0}

for which this result is true. In this direction, we show that the class

m a t h c a l L_{0}

is too large for all solutions to behave like

d^{s}

. The constants in all the estimates in this paper remain bounded as the order of the equation approaches 2. Thus, in the limit

s u p a r r o w 1

we recover the celebrated boundary regularity result due to Krylov for fully nonlinear elliptic equations.

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