Schauder estimates for Poisson equations associated with non-local Feller generators

Abstract

We show how Hölder estimates for Feller semigroups can be used to obtain regularity results for solutions to the Poisson equation $Af=g$ associated with the (extended) infinitesimal generator $A$ of a Feller process. The regularity of $f$ is described in terms of Hölder-Zygmund spaces of variable order and, moreover, we establish Schauder estimates. Since Hölder estimates for Feller semigroups have been intensively studied in the last years, our results apply to a wide class of Feller processes, e.g. random time changes of Lévy processes and solutions to Lévy-driven stochastic differential equations. Most prominently, we establish Schauder estimates for the Poisson equation associated with the fractional Laplacian of variable order. As a by-product, we obtain new regularity estimates for semigroups associated with stable-like processes.

References in corpus (3)

• Strong convergence of the Euler--Maruyama approximation for a class of Lévy-driven SDEs
• Schauder estimates for equations associated with Lévy generators
• A probabilistic proof of Schoenberg's theorem