Abstract
This paper proves Hölder continuity of viscosity solutions to certain nonlocal parabolic equations that involve a generalized fractional time derivative of Marchaud or Caputo type. As a necessary and preliminary result, this paper first proves Hölder continuity for viscosity solutions to certain nonlinear ordinary differential equations involving the generalized fractional time derivative.
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Communicated by L. Ambrosio.
M. Allen was supported by NSF Grant DMS-1303632.