Boundary regularity for fully nonlinear integro-differential equations

preprint2015arXivOpen access

Abstract

We study fine boundary regularity properties of solutions to fully nonlinear elliptic integro-differential equations of order 2s2s, with s∈(0,1)s\in(0,1). We consider the class of nonlocal operators L∗⊂L0\mathcal L_*\subset \mathcal L_0, which consists of infinitesimal generators of stable Lévy processes belonging to the class L0\mathcal L_0 of Caffarelli-Silvestre. For fully nonlinear operators II elliptic with respect to L∗\mathcal L_*, we prove that solutions to Iu=fI u=f in ΩΩ, u=0u=0 in Rn∖Ω\mathbb R^n\setminusΩ, satisfy u/ds∈Cs+γ(Ω‾)u/d^s\in C^{s+γ}(\overlineΩ), where dd is the distance to ∂Ω\partialΩ and f∈Cγf\in C^γ. We expect the class L∗\mathcal L_* to be the largest scale invariant subclass of L0\mathcal L_0 for which this result is true. In this direction, we show that the class L0\mathcal L_0 is too large for all solutions to behave like dsd^s. The constants in all the estimates in this paper remain bounded as the order of the equation approaches 2. Thus, in the limit s↑1s\uparrow1 we recover the celebrated boundary regularity result due to Krylov for fully nonlinear elliptic equations.

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