Regularity for fully nonlinear equations driven by spatial-inhomogeneous nonlocal operators (Q907311)

Let \(L\) be an integro-differential operator of the form \[ L_Ku(x)=\begin{cases} \int_{\mathbb R^d} \left(u(y)-u(x)\right)K(x,y)\,dy, & \delta_1<1,\\ \int_{\mathbb R^d} \left(u(y)-u(x)-\nabla u(x)(x-y)\mathbf{1}_{(0,r_0)}(|x-y|)\right)K(x,y)\,dy, & \delta_1\geq 1.\end{cases} \] where the kernel \(K(x,y)\) is comparable from above and below with a further kernel \(J(x,y)\) for all \(|x-y|<\rho\). The kernel \(J(x,y)\) is for \(|x-y|<\rho\) of the form \(f(|x-y|^{-1})/|x-y|^d\) and satisfies otherwise the following bound \[ \sup_x \int_{|y-x|>r} J(x,y)\,dy < \infty. \] The function \(f\) is increasing and satisfies the `scaling' conditions \[ a_1s^{\delta_1} \leq \frac{f(st)}{f(t)}\leq a_2 s^{\delta_2},\quad s\text{\;large and } |x-y|>1/\rho. \] Define the nonlinear operators \[ \mathcal M^-u(x) := \inf_K L_Ku(x)\quad\text{and}\quad\mathcal M^+u(x) := \sup_K L_Ku(x), \] where the infimum and supremum range over all admissible kernels \(K\) defined above. The main theorem states that, if \(\delta_1\in (1,2)\) or \(\delta_2\in (0,1)\), then any bounded function \(u\), satisfying \(\mathcal M^+u(x)\geq -C_0\) and \(\mathcal M^-u(x)\leq C_0\) locally for \(x\) with \(|x-z_0|<r\) in the viscosity sense, is already locally Hölder continuous, i.e., \[ \sup_{x,y\in B_{r/2}(z_0)} \frac{|u(x)-u(y)|}{|x-y|^\alpha} \leq C\min(r,\rho)^\alpha(\|u\|_\infty+C_0/f(r^{-1})), \] with \(\alpha,C\) depending only on the parameters given above. If \(\delta_1\leq 1\leq\delta_2\), then the operators \(L_K\) must all be symmetric to get the same result.