Regularity theory for fully nonlinear in
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Luis Caffarelli; Luis Silvestre
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Article
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2009
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John Wiley and Sons
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English
β 312 KB
## Abstract We consider nonlinear integroβdifferential equations like the ones that arise from stochastic control problems with purely jump LΓ©vy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior __C__^1, Ξ±^ regularity for general fully nonlinear integroβd