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

Chenchen Mou

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arXiv · 1503.03126

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

Chenchen Mou

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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 L\'evy-It\^o type. H\"{o}lder and Lipschitz continuity of viscosity solutions for a more general class of degenerate elliptic integro-differential equations are also provided.

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Chenchen Mou. 2015-03-10. Semiconcavity of viscosity solutions for a class of degenerate elliptic integro-differential equations in $\mathbb R^n$. https://arxiv.org/abs/1503.03126

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