Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators

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 li...

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Bibliographic Details
Published in:Journal of mathematical analysis and applications 2021-08, Vol.500 (1), p.125168, Article 125168
Main Author: Marino, Lorenzo
Format: Article
Language:English
Subjects:
Degenerate IPDEs
Lévy Ornstein-Uhlenbeck operators
Schauder estimates
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Summary: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.
ISSN:0022-247X
1096-0813
DOI:10.1016/j.jmaa.2021.125168