Regularity of solutions to anisotropic nonlocal equations

Jamil Chaker

We study harmonic functions associated to systems of stochastic differential equations of the form $d{X}_t^i=A_{i1}(X_{t-})d{Z}_t^1+\cdots +A_{id}(X_{t-})d{Z}_t^d$, $i\in \{1,\dots ,d\}$, w…