Abstract
We show existence andW 2,ploc ⋂ W1,∞-regularity results for the integro-differential equation, associated with a diffusion process with jumps on a bounded domain. The second order elliptic partial differential operator and the integral operator involved here are both maximum principle type operators, which enables us to makeW 1,∞ a priori estimates.
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References
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Communicated by J. L. Lions
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Lenhart, S. Integro-differential operators associated with diffusion processes with jumps. Appl Math Optim 9, 177–191 (1982). https://doi.org/10.1007/BF01460124
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DOI: https://doi.org/10.1007/BF01460124