$C^{\s+\a}$ estimates for concave, non-local parabolic equations with critical drift

preprint2014arXivOpen access

Abstract

Given a concave integro-differential operator II, we study regularity for solutions of fully nonlinear, nonlocal, parabolic, concave equations of the form ut−Iu=0u_t-Iu=0. The kernels are assumed to be smooth but non necessarily symmetric which accounts for a critical non-local drift. We prove a $C^{\s+\a}$ estimate in the spatial variable and a $C^{1,\a/\s}$ estimates in time assuming time regularity for the boundary data. The estimates are uniform in the order of the operator II, hence allowing us to extend the classical Evans-Krylov result for concave parabolic equations.

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