Lipschitz regularity of solutions for mixed integro-differential equations

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Abstract: We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the local and nonlocal term, but their overall behavior is driven by the local-nonlocal interaction, e.g. the fractional diffusion may give the ellipticity in one direction and the classical diffusion in the complementary one.


The authors establish Hölder and Lipschitz estimates for viscosity solutions of a class of elliptic and parabolic nonlinear integro-differential equations by the classical Ishii-Lions's method. They extend the Hölder regularity results recently obtained by \textit{G. Barles} et al. in [J. Eur. Math. Soc. (JEMS) 13, No. 1, 1--26 (2011; Zbl 1207.35277)]. They extend their techniques to the case of nonlocal equations that they term mixed integro-differential equations. These equations are degenerate both in the local and nonlocal terms, and their overall behavior is driven by the local-nonlocal interaction. For instance, fractional diffusion may give ellipticity in one direction and the classical diffusion in the complementary one.



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