C^, estimates for concave, non-local parabolic equations with critical drift

Abstract: Given a concave integro-differential operator

I

, we study regularity for solutions of fully nonlinear, nonlocal, parabolic, concave equations of the form

u_{t} - I u = 0

. The kernels are assumed to be smooth but non necessarily symmetric which accounts for a critical non-local drift. We prove a

C^{s + a}

estimate in the spatial variable and a

C^{1, a / s}

estimates in time assuming time regularity for the boundary data. The estimates are uniform in the order of the operator

I

, hence allowing us to extend the classical Evans-Krylov result for concave parabolic equations.

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