Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators (Q2661294)

The author proves global regularity estimates for the solutions of some integro-partial differential equations, IPDE, driven by a possibly degenerate Levy Ornstein-Uhlenbeck operator, both in the elliptic and parabolic setting, using some suitable anisotropic Hölder spaces. To obtain the results the author considers general Levy operators not usually included in literature, such as the relativistic stable process, the layered stable process or the Lamperti one. He proves in addition the well-posedness of the considered IPDE in suitable functional spaces. In the final section, he extends some of these results to more general operators involving nonlinear, space-time dependent drifts. The method used by the author does not assume neither the symmetry of the Levy operator nor the invariance for dilations of the linear part of the operator.