Regularity theory for fully nonlinear in
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Luis Caffarelli; Luis Silvestre
📂
Article
📅
2009
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John Wiley and Sons
🌐
English
⚖ 312 KB
## Abstract We consider nonlinear integro‐differential equations like the ones that arise from stochastic control problems with purely jump Lévy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior __C__^1, α^ regularity for general fully nonlinear integro‐d