The fractional nonlocal Ornstein-Uhlenbeck equation, Gaussian symmetrization and regularity

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Abstract: For 0<s<1, we consider the Dirichlet problem for the fractional nonlocal Ornstein--Uhlenbeck equation �egin{cases} (-Delta+xcdot abla)^su=f&hbox{in}~Omega\ u=0&hbox{on}~partialOmega, end{cases} where Omega is a possibly unbounded open subset of mathbbRn, ngeq2. The appropriate functional settings for this nonlocal equation and its corresponding extension problem are developed. We apply Gaussian symmetrization techniques to derive a concentration comparison estimate for solutions. As consequences, novel Lp and Lp(logL)alpha regularity estimates in terms of the datum f are obtained by comparing u with half-space solutions.



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