The Evans-Krylov theorem for nonlocal fully nonlinear equations

DOI10.4007/ANNALS.2011.174.2.9zbMATH Open1232.49043arXiv0905.1339OpenAlexW2103569514MaRDI QIDQ640809FDOQ640809

Authors: Luis Caffarelli, Luis Silvestre 

Publication date: 20 October 2011

Published in: Annals of Mathematics. Second Series (Search for Journal in Brave)

Abstract: We prove an interior regularity result for solutions of a purely integro-differential Bellman equation. This regularity is enough for the solutions to be understood in the classical sense. If we let the order of the equation approach two, we recover the theorem of Evans and Krylov about the regularity of solutions to concave uniformly elliptic partial differential equations.

Full work available at URL: https://arxiv.org/abs/0905.1339

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zbMATH Keywords

integro-differential equationsBellman equationEvans-Krylov theoremjump Lévy processes

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Nonlinear boundary value problems for linear elliptic equations (35J65) Dynamic programming in optimal control and differential games (49L20)

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