ABP maximum principles for fully nonlinear integro-differential equations with unbounded inhomogeneous terms (Q2218205)

As is by now well-known, the Aleksandrov-Bakelman-Pucci (ABP, in short) maximum principle plays a pivotal rôle in the Regularity Theory of partial differential equations (PDEs, in short): for example, the ABP maximum principle is the key ingredient for the celebrated Harnack inequality proved by Krylov and Safonov in 1980 for general non-divergence form PDEs. Since then, the validity of ABP-type maximum principles in various contexts has been the object of several studies. In the present paper, the author establishes an ABP maximum principle for a class of \textit{fully nonlinear integro-differential} in \(\mathbb{R}^n\), with \(n\geq 2\). To be more precise, the author considers the fully nonlinear nonlocal equation \[ \begin{cases} \mathcal{M}^- u(x) \leq f(x) & \text{in \(B_1 = \{x\in\mathbb{R}^n:\,|x|<1\}\)}, \\ u\geq 0 & \text{in \(\mathbb{R}^n\setminus B_1\)}, \end{cases} \tag{1} \] where \(\mathcal{M}^-\) is the minimal fractional Pucci operator defined as \[ \mathcal{M}^- u(x) = \inf_{\begin{subarray}{c} \lambda\leq \mathrm{Tr}(A) \\ 0\leq A\leq\Lambda\,\mathrm{Id} \end{subarray}} \bigg\{(2-\sigma)\int_{\mathbb{R}^n}\frac{u(x+y)+u(x-y)-2u(x)}{|y|^{n+\sigma+2}} \,\langle Ay,y\rangle\,\mathrm{d} y\bigg\}, \] and \(\lambda,\,\Lambda > 0\) satisfy \(\lambda \leq n\Lambda\). For \textit{viscosity solutions} of problem (1), the author proves the following theorem, which is the main result of the paper. Theorem 1. There exist a constant \(C > 0\) and a small \(\varepsilon\in (0,1)\), only depending on \(n,\,\lambda\) and \(\Lambda\), with the following property: if \(u\in L^\infty(\mathbb{R}^n)\cap\mathrm{USC}(\mathbb{R}^n)\) is a viscosity supersolution of (1) with \(\sigma\in [2-\varepsilon_0,2)\) and \(f\in C(\overline{B}_1)\), then \[ -\inf_{B_1} u\leq C\,\|f^+\|_{L^n(\{u\leq 0\})}. \tag{2} \] Even if it is stated under the assumption that \(f\in C(\overline{B}_1)\), it is not difficult to check that Theorem 1 still holds if \(f\in C(B_1)\cap L^n(B_1)\). As regards the proof of Theorem 1, it is based on a new iteration procedure, which relies on a beautiful argument exploited by Caffarelli to establish the weak Harnack inequality for fully nonlinear PDEs; by means of this procedure, the author is able to derive estimate (2) from a result by \textit{N. Guillen} and \textit{R. W. Schwab} [Arch. Ration. Mech. Anal. 206, No. 1, 111--157 (2012; Zbl 1256.35190)]. This result by Guillen and Schwab contains ABP-type estimates for integro-differential equations, in which the right-hand side also depends on the \(L^\infty\)-norm of \(f^+\); in this perspective, Theorem 1 is an improvement of such estimates.