Non-symmetric stable operators: regularity theory and integration by parts

Abstract

We study solutions to $Lu=f$ in $\Omega\subset\mathbb R^n$, being $L$ the generator of any, possibly non-symmetric, stable L\'evy process. On the one hand, we study the regularity of solutions to $Lu=f$ in $\Omega$, $u=0$ in $\Omega^c$, in $C^{1,\alpha}$ domains~$\Omega$. We show that solutions $u$ satisfy $u/d^\gamma\in C^{\varepsilon_\circ}\big(\overline\Omega\big)$, where $d$ is the distance to $\partial\Omega$, and $\gamma=\gamma(L,\nu)$ is an explicit exponent that depends on the Fourier symbol of operator $L$ and on the unit normal $\nu$ to the boundary $\partial\Omega$. On the other hand, we establish new integration by parts identities in half spaces for such operators. These new identities extend previous ones for the fractional Laplacian, but the non-symmetric setting presents some new interesting features. Finally, we generalize the integration by parts identities in half spaces to the case of bounded $C^{1,\alpha}$ domains. We do it via a new efficient approximation argument, which exploits the H\"older regularity of $u/d^\gamma$. This new approximation argument is interesting, we believe, even in the case of the fractional Laplacian.