On the differentiability of the solution to an equation with drift and fractional diffusion

preprint2012arXivOpen access

Abstract

We consider an equation with drift and either critical or supercritical fractional diffusion. Under a regularity assumption for the vector field that is marginally stronger than what is required for Holder continuity of the solutions, we prove that the solution becomes immediately differentiable with Holder continuous derivatives. Therefore, the solutions to the equation are classical.

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