Schauder estimates for degenerate Lévy Ornstein-Ulhenbeck operators

Abstract

We establish global Schauder estimates for integro-partial differential equations (IPDE) driven by a possibly degenerate Lévy Ornstein-Uhlenbeck operator, both in the elliptic and parabolic setting, using some suitable anisotropic Hölder spaces. The class of operators we consider is composed by a linear drift plus a Lévy operator that is comparable, in a suitable sense, with a possibly truncated stable operator. It includes for example, the relativistic, the tempered, the layered or the Lamperti stable operators. Our method does not assume neither the symmetry of the Lévy operator nor the invariance for dilations of the linear part of the operator. Thanks to our estimates, we prove in addition the well-posedness of the considered IPDE in suitable functional spaces. In the final section, we extend some of these results to more general operators involving non-linear, space-time dependent drifts.

arXiv comment30 pages

References in corpus (7)

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• On the Lamperti stable processes
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• $L^$p Estimates For Degenerate Non-Local Kolmogorov Operators