Regularity theory for fully nonlinear integro-differential equations

Regularity theory for fully nonlinear integro-differential equations

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; ̨ regularity for general fully nonlinear integro-differential equations. Our estimates remain uniform as the degree of the equation approaches 2, so they can be seen ...

Boundary Regularity for Fully Nonlinear Integro-differential Equations

We study fine boundary regularity properties of solutions to fully nonlinear elliptic integro-differential equations of order 2s, with s 2 .0; 1/. We consider the class of nonlocal operators L L0, which consists of infinitesimal generators of stable Lévy processes belonging to the class L0 of Caffarelli–Silvestre. For fully nonlinear operators I elliptic with respect to L , we prove that soluti...

Nonlinear Integro - Differential Equations

Analytical-Approximate Solution for Nonlinear Volterra Integro-Differential Equations

In this work, we conduct a comparative study among the combine Laplace transform and modied Adomian decomposition method (LMADM) and two traditional methods for an analytic and approximate treatment of special type of nonlinear Volterra integro-differential equations of the second kind. The nonlinear part of integro-differential is approximated by Adomian polynomials, and the equation is reduce...

Periodic Homogenization for Nonlinear Integro-Differential Equations

In this note, we prove the periodic homogenization for a family of nonlinear nonlocal “elliptic” equations with oscillatory coefficients. Such equations include, but are not limited to Bellman equations for the control of pure jump processes and the Isaacs equations for differential games of pure jump processes. The existence of an effective equation and convergence the solutions of the family ...