The Evans-Krylov theorem for nonlocal fully nonlinear equations

DOI10.4007/annals.2011.174.2.9zbMath1232.49043arXiv0905.1339MaRDI QIDQ640809

Luis A. Caffarelli, Luis Silvestre

Publication date: 20 October 2011

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

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

zbMATH Keywords

integro-differential equations; Bellman equation; Evans-Krylov theorem; jump Lévy processes

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

35J65: Nonlinear boundary value problems for linear elliptic equations

49N60: Regularity of solutions in optimal control

Related Items

Coupling by reflection and Hölder regularity for non-local operators of variable order, The Dirichlet problem for nonlocal elliptic operators with $C^{0,\alpha }$ exterior data, $H$-Convergence Result for Nonlocal Elliptic-Type Problems via Tartar's Method, C^{1, α}Interior Regularity for Nonlinear Nonlocal Elliptic Equations with Rough Kernels, \(C^{\sigma +\alpha}\) regularity for concave nonlocal fully nonlinear elliptic equations with rough kernels, Schauder estimates for solutions of linear parabolic integro-differential equations, On the differentiability of the solutions of non-local Isaacs equations involving \(\frac{1}{2}\)-Laplacian, Interior regularity for nonlocal fully nonlinear equations with Dini continuous terms, Regularity for fully nonlinear integro-differential operators with regularly varying kernels, Some overdetermined problems for the fractional Laplacian equation on the exterior domain and the annular domain, Heat kernels and analyticity of non-symmetric jump diffusion semigroups, Boundary regularity for fully nonlinear integro-differential equations, Schauder estimates for nonlocal fully nonlinear equations, Optimal continuous dependence estimates for fractional degenerate parabolic equations, Gradient flows of the entropy for jump processes, Localization of nonlocal gradients in various topologies, Generalized semiconcavity of the value function of a jump diffusion optimal control problem, Regularity theory for the fractional harmonic oscillator, An \(\alpha\)-stable limit theorem under sublinear expectation, Uniqueness of viscosity solutions for a class of integro-differential equations, Large solutions to elliptic equations involving fractional Laplacian, Cordes-Nirenberg type estimates for nonlocal parabolic equations, The fractional Schrödinger equation with general nonnegative potentials. The weighted space approach, Dini and Schauder estimates for nonlocal fully nonlinear parabolic equations with drifts, On a new class of fractional partial differential equations. II, On the moving plane method for nonlocal problems in bounded domains, On a fractional Monge-Ampère operator, On fractional elliptic equations in Lipschitz sets and epigraphs: regularity, monotonicity and rigidity results, Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes, On Schauder estimates for a class of nonlocal fully nonlinear parabolic equations, Fundamental solutions of a class of homogeneous integro-differential elliptic equations, Regularity estimates for nonlocal Schrödinger equations, Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem, Dini estimates for nonlocal fully nonlinear elliptic equations, Interior regularity for fractional systems, Regularity for solutions of nonlocal, nonsymmetric equations, On the existence and multiplicity of solutions to fractional Lane-Emden elliptic systems involving measures, The Evans-Krylov theorem for nonlocal parabolic fully nonlinear equations, Heat kernel for non-local operators with variable order, Aleksandrov-Bakelman-Pucci type estimates for integro-differential equations, Principal eigenvalues of a class of nonlinear integro-differential operators, Regularity results on a class of doubly nonlocal problems, Existence of \(C^\alpha \) solutions to integro-PDEs, The Boundary Harnack principle for nonlocal elliptic operators in non-divergence form, Obstacle problems for integro-differential operators: regularity of solutions and free boundaries, Perron's method for nonlocal fully nonlinear equations, A Dirichlet problem for nonlocal degenerate elliptic operators with internal nonlinearity, Singular SDEs with critical non-local and non-symmetric Lévy type generator, Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs, Nonlinear fractional elliptic systems with boundary measure data: existence and a priori estimates, Hölder estimates for non-local parabolic equations with critical drift, Local Regularity for Parabolic Nonlocal Operators, Dirichlet heat kernel estimates for rotationally symmetric Lévy processes, On the Hölder regularity for the fractional Schrödinger equation and its improvement for radial data, Further Time Regularity for Nonlocal, Fully Nonlinear Parabolic Equations, Small perturbation solutions for nonlocal elliptic equations, Strong Stability of Heat Kernels of Non-symmetric Stable-Like Operators, The obstacle problem for a fractional Monge–Ampère equation, On the Evans-Krylov theorem

Cites Work

• Unnamed Item
• Unnamed Item
• Regularity results for nonlocal equations by approximation
• An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control
• On classical solutions of boundary value problems for certain nonlinear integro-differential equations
• BOUNDEDLY NONHOMOGENEOUS ELLIPTIC AND PARABOLIC EQUATIONS
• On the Evans-Krylov theorem
• Regularity theory for fully nonlinear integro-differential equations
• Classical solutions of fully nonlinear, convex, second-order elliptic equations
• Ergodic control of reflected diffusions with jumps