Regularity theory for fully nonlinear integro-differential equations
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Abstract: We consider nonlinear integro-differential equations, like the ones that arise from stochastic control problems with purely jump L`evy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior regularity for general fully nonlinear integro-differential equations. Our estimates remain uniform as the degree of the equation approaches two, so they can be seen as a natural extension of the regularity theory for elliptic partial differential equations.
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Cited in
(only showing first 100 items - show all)- On the regularity of solutions of the Dirichlet problem for elliptic integro-differential operators: A counterexample
- Interior regularity results for zeroth order operators approaching the fractional Laplacian
- The fractional Schrödinger equation with general nonnegative potentials. The weighted space approach
- Radial symmetry and monotonicity of solutions to a system involving fractional p-Laplacian in a ball
- Global Lorentz estimates with variable power to linear parabolic integro-differential equations
- Finite element approximation for the fractional eigenvalue problem
- Dini and Schauder estimates for nonlocal fully nonlinear parabolic equations with drifts
- On s-harmonic functions on cones
- Symmetry and monotonicity of solutions for equations involving the fractional Laplacian of higher order
- Asymptotic mean value properties for fractional anisotropic operators
- On a new class of fractional partial differential equations. II
- Hölder regularity for nondivergence nonlocal parabolic equations
- Analysis of the attainment of boundary conditions for a nonlocal diffusive Hamilton-Jacobi equation
- On the moving plane method for nonlocal problems in bounded domains
- On a fractional Monge-Ampère operator
- Maximum principles for the fractional p-Laplacian and symmetry of solutions
- Continuous viscosity solutions for nonlocal Dirichlet problems with coercive gradient terms
- On fractional elliptic equations in Lipschitz sets and epigraphs: regularity, monotonicity and rigidity results
- \(W^{\sigma,\epsilon}\)-estimates for nonlocal elliptic equations
- Smoothness of continuous state branching with immigration semigroups
- Aleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE
- On Schauder estimates for a class of nonlocal fully nonlinear parabolic equations
- Fundamental solutions of a class of homogeneous integro-differential elliptic equations
- Fractional equations with indefinite nonlinearities
- Direct methods on fractional equations
- Regularity estimates for nonlocal Schrödinger equations
- Symmetry and nonexistence of positive solutions to fractional \(p\)-Laplacian equations
- Nonexistence and symmetry of solutions for Schrödinger systems involving fractional Laplacian
- Boundary value problems governed by superdiffusion in the right angle: existence and regularity
- Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem
- Obstacle problems and free boundaries: an overview
- Existence, nonexistence and multiplicity results for nonlocal Dirichlet problems
- Universal constraints on the location of extrema of eigenfunctions of non-local Schrödinger operators
- Hölder regularity for nonlocal double phase equations
- Elliptic Harnack inequalities for symmetric non-local Dirichlet forms
- Properties of switching jump diffusions: maximum principles and Harnack inequalities
- Dini estimates for nonlocal fully nonlinear elliptic equations
- Sharp boundary behaviour of solutions to semilinear nonlocal elliptic equations
- Interior regularity for fractional systems
- Symmetry results in the half-space for a semi-linear fractional Laplace equation
- Positive solutions to nonlinear systems involving fully nonlinear fractional operators
- Sharp Green function estimates for \(\Delta + \delta ^{\alpha /2}\) in \(C^{1,1}\) open sets and their applications
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- Uniqueness for integro-PDE in Hilbert spaces
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- Well-posedness of fully nonlinear and nonlocal critical parabolic equations
- Regularity for solutions of nonlocal, nonsymmetric equations
- A De Giorgi-Nash type theorem for time fractional diffusion equations
- Harnack type inequality for positive solution of some integral equation
- Interior regularity results for fractional elliptic equations that degenerate with the gradient
- Regularity for fully nonlinear integro-differential operators with kernels of variable orders
- Min-max formulas for nonlocal elliptic operators on Euclidean space
- Radial symmetry of solution for fractional \(p\)- Laplacian system
- On nonlocal Hénon type problems with the fractional Laplacian
- Threshold phenomenon for homogenized fronts in random elastic media
- Overdetermined problems for the fractional Laplacian in exterior and annular sets
- Regularity results for nonlocal equations and applications
- A Liouville theorem for indefinite fractional diffusion equations and its application to existence of solutions
- Plane-like minimizers for a non-local Ginzburg-Landau-type energy in a periodic medium
- On the Hölder regularity for solutions of integro-differential equations like the anisotropic fractional Laplacian
- Regularity results for a class of nonlinear fractional Laplacian and singular problems
- Sliding method for the semi-linear elliptic equations involving the uniformly elliptic nonlocal operators
- Liouville theorem involving the uniformly nonlocal operator
- On nonlocal minimal graphs
- Symmetric properties for Choquard equations involving fully nonlinear nonlocal operators
- Regularity of free boundaries in obstacle problems for integro-differential operators
- Symmetry and nonexistence of positive solutions for fully nonlinear nonlocal systems
- Regularity estimates for nonlocal equations with an asymptotic property
- Harnack inequality for nonlocal operators on manifolds with nonnegative curvature
- Monotone systems involving variable-order nonlocal operators
- Fractional heat equation with singular nonlinearity
- Maximum principles and related problems for a class of nonlocal extremal operators
- Monotonicity of solutions for fractional \(p\)-equations with a gradient term
- Local regularity estimates for general discrete dynamic programming equations
- Mixed local and nonlocal equations with measure data
- Harnack inequality and self-similar solutions for fully nonlinear fractional parabolic equations
- Maximum principles and Liouville results for uniformly elliptic nonlocal Bellman system
- Some effects of nonlocal diffusion on the solutions of Fisher-KPP equations in disconnected domains
- Local Hölder regularity for nonlocal equations with variable powers
- Generalized principal eigenvalues on \({\mathbb{R}}^d\) of second order elliptic operators with rough nonlocal kernels
- Hölder regularity for weak solutions to nonlocal double phase problems
- On a vector-valued generalisation of viscosity solutions for general PDE systems
- Risk-sensitive control for a class of diffusions with jumps
- The Bernstein technique for integro-differential equations
- Portfolio liquidation under factor uncertainty
- Ground state solution for nonlocal scalar field equations involving an integro-differential operator
- Non-symmetric stable operators: regularity theory and integration by parts
- Fractional elliptic problems with nonlinear gradient sources and measures
- \(W^{\sigma, p}\) a priori estimates for fully nonlinear integro-differential equations
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- Some comments on using fractional derivative operators in modeling non-local diffusion processes
- On the Cauchy problem for nondegenerate parabolic integro-differential equations in the scale of generalized Hölder spaces
- Non-negative solutions to fractional Laplace equations with isolated singularity
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