Skip to main content
Log in

Regularity Results for Fully Nonlinear Integro-Differential Operators with Nonsymmetric Positive Kernels: Subcritical Case

  • Published:
Potential Analysis Aims and scope Submit manuscript

Abstract

We introduce a class of fully nonlinear integro-differential operators with possible nonsymmetric kernels. For the index σ of the operator in (1, 2) (subcritical case), we introduce a very general class of fully nonlinear integro-differential operators and obtain a comparison principle, a nonlocal version of the Alexandroff–Backelman–Pucci estimate, a Harnack inequality, a Hölder regularity, and an interior C1,α-regularity for equations associated with such a class.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Arisawa, M.: A new definition of viscosity solutions for a class of second-order degenerate el liptic integro-differential equations. Ann. Inst. H. Poincare Anal. Non Lineaire 23, 695–711 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  2. Alvarez, O., Tourin, A.: Viscosity solutions of nonlinear integro-differential equations. Ann. Inst. H. Poincare Anal. Non Lineaire 13, 293–317 (1996)

    MATH  MathSciNet  Google Scholar 

  3. Awatif, S.: Équations d’Hamilton-Jacobi du premier ordre avec termes intégro-différentiels. I Unicité des solutions de viscosité. Commun. Partial Diff. Equ. 16(6–7), 1057–1074 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  4. Barles, G., Imbert, C.: Second-order elliptic integro-differential equations: viscosity solutions’ theory revisited (2012). doi:10.1016/j.anihpc.2007.02.007

  5. Barles, G., Chasseigne, E., Imbert, C.: Hölder continuity of solutions of second-order non-linear elliptic integro-differential equations. J. Eur. Math. Soc. (JEMS) 13(1), 1–26 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  6. Barles, G., Chasseigne, E., Imbert, C.: On the Dirichlet problem for second-order elliptic integro-differential equations. Indiana Univ. Math. J. 57, 213–246 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  7. Barlow, M.T., Bass, R.F., Chen, Z.-Q., Kassmann, M.: Non-local Dirichlet forms and symmetric jump processes. Trans. Am. Math. Soc. 361(4), 1963–1999 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  8. Bass, R.F., Kassmann, M.: Harnack inequalities for non-local operators of variable order. Trans. Am. Math. Soc. 357(2), 837–850 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  9. Bass, R.F., Kassmann, M.: Hölder continuity of harmonic functions with respect to operators of variable order. Commun. Partial Diff. Equ. 30(7-9), 1249–1259 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  10. Bass, R.F., Levin, D.A.: Harnack inequalities for jump processes. Potential Anal. 17(4), 375–388 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  11. Bensaoud, I., Sayah, A.: Stability results for Hamilton-Jacobi equations with integro-differential terms and discontinuous Hamiltonians. Arch. Math. (Basel), 79, 392–395 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  12. Caffarelli, L.A., Cabré, X.: Fully Nonlinear Elliptic Equations. American Mathematical Society, Colloquium Publications, vol. 43. American Mathematical Society, Providence (1995)

  13. Caffarelli, L.A., Silvestre, L.: Regularity theory for fully nonlinear integro-differential equations. Commun. Pure Appl. Math. 62(5), 597–638 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  14. Gilbarg, D., Trudinger, N.S.: Elliptic Partial Differential Equations of Second Order, 2nd edn. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], p. 224, xiii+513 pp. Springer, Berlin (1983)

  15. Imbert, C., A non-local regularization of first order Hamilton-Jacobi equations. J. Differ. Equ. 211, 218–246 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  16. Ishii, H.: On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDEs. Commun. Pure Appl. Math. 42(1), 15–45 (1989)

    Article  MATH  Google Scholar 

  17. Jakobsen, E.R., Karlsen, K.H.: A maximum principle for semicontinuous functions applicable to integro-partial differential equations. NoDEA Nonlinear Differ. Equ. Appl. 13, 137–165 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  18. Jensen, R.: The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations. Arch. Ration. Mech. Anal. 101(1), 1–27 (1988)

    Article  MATH  Google Scholar 

  19. Kim, Y.-C., Lee, K.-A.: Regularity results for fully nonlinear integro-differential operators with nonsymmetric positive kernels. Manuscr. Math. (2012). doi:10.1007/s00229-011-0516-z

    Google Scholar 

  20. Krylov, N.V., Safonov, M.V.: An estimate for the probability of a diffusion process hitting a set of positive measure. Dokl. Akad. Nauk. SSSR 245, 18–20 (1979)

    MathSciNet  Google Scholar 

  21. Pham, H.: Optimal stopping of control led jump diffusion processes: a viscosity solution approach. J. Math. Systems Estim. Control 8, 27 (electronic) (1998)

    MathSciNet  Google Scholar 

  22. Silvestre, L.: Hölder estimates for solutions of integro-differential equations like the fractional laplace. Indiana Univ. Math. J. 55(3), 1155–1174 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  23. Soner, H.M.: Optimal control with state-space constraint. II. SIAM J. Control Optim. 24(6), 1110–1122 (1986)

    Article  MATH  MathSciNet  Google Scholar 

  24. Song, R., Vondraček, Z.: Harnack inequality for some classes of Markov processes. Math. Z. 246(1–2), 177–202 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  25. Wang, L.: On the regularity theory of fully nonlinear parabolic equations. I. Commun. Pure Appl. Math. 45(1), 27–76

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yong-Cheol Kim.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kim, YC., Lee, KA. Regularity Results for Fully Nonlinear Integro-Differential Operators with Nonsymmetric Positive Kernels: Subcritical Case. Potential Anal 38, 433–455 (2013). https://doi.org/10.1007/s11118-012-9280-2

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11118-012-9280-2

Keywords

Mathematics Subject Classifications (2010)

Navigation