Regularity theory for fully nonlinear integro-differential equations (Q3625731)

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Regularity theory for fully nonlinear integro-differential equations
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    Regularity theory for fully nonlinear integro-differential equations (English)
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    6 May 2009
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    nonlinear integro-differential equation
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    ABP estimate
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    regularity results
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    nonlocal version
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    Harnack inequality
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    comparison principle
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    stochastic control
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    Lévy-Khintchine condition
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    Aleksandrov-Bakel'man-Pucci estimate
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    Hölder regularity
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    fractional Laplacian type discontinuous kernels
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