Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs (Q2419930)

The author studies existence of classical solutions and Schauder estimates for Dirichlet initial boundary value problems for uniformly parabolic non-local Hamilton-Jacobi-Bellman integro-PDE. The novelty of this paper is the fact that the author studies the case where the regularity of the solution is a consequence of the uniform parabolicity of the differential operators. The motivation for studying such $C^{1+\alpha/2,2+\alpha}$ regularity results comes from the stochastic representation for the solution to a degenerate nonlocal HJB equation.