Regularity results for fully nonlinear parabolic integro-differential operators (Q383596)

The authors consider the regularity theory for fully nonlinear parabolic integro-differential equations with symmetric kernels. There are some known results about Harnack inequalities and Hölder regularity for integro-differential operators with symmetric and nonsymmetric kernels. However, such kind of results cannot be easily generalized in the parabolic setting. The difficulties arise from the fact that the equation is local in time while it is nonlocal in the space variables and the classical approach due to Caffarelli-Silvestre cannot be easily applied in this situation. The authors are able to handle these difficulties first proving nonlocal versions of the parabolic nonlocal Alexandroff-Backelman-Pucci estimate. Then they construct a special function and obtain the decay estimates of upper level sets. Lastly, they use these results to prove Hölder regularity, interior \(C^{1,\alpha}\) -regularity and Harnack estimates.