Semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in ${\mathbb{R}}^n$

Abstract

This paper is concerned with semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in ${\mathbb{R}}^n$. This class of equations includes Bellman equations containing operators of Lévy-Itô type. Hölder and Lipschitz continuity of viscosity solutions for a more general class of degenerate elliptic integro-differential equations are also provided.

Fixed typos

References in corpus (3)

• Regularity theory for fully nonlinear integro-differential equations
• Second-Order Elliptic Integro-Differential Equations: Viscosity Solutions' Theory Revisited
• $C^{\s+\a}$ estimates for concave, non-local parabolic equations with critical drift