Interior Schauder Estimates for Elliptic Equations Associated with Lévy Operators

Abstract

AbstractWe study the local regularity of solutions f to the integro-differential equation $$ Af=g \quad \text{in } U $$ A f = g in U for open sets $U \subseteq \mathbb {R}^{d}$ U ⊆ ℝ d , where A is the infinitesimal generator of a Lévy process (Xt)t≥ 0. Under the assumption that the transition density of (Xt)t≥ 0 satisfies a certain gradient estimate, we establish interior Schauder estimates for both pointwise and weak solutions f. Our results apply for a wide class of Lévy generators, including generators of stable Lévy processes and subordinated Brownian motions.