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.

Marino, L. (2021). Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 500(1) [10.1016/j.jmaa.2021.125168].

Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators

Marino, L
2021

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.
Articolo in rivista - Articolo scientifico
Degenerate IPDEs; Lévy Ornstein-Uhlenbeck operators; Schauder estimates;
English
2021
500
1
125168
none
Marino, L. (2021). Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 500(1) [10.1016/j.jmaa.2021.125168].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/518599
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