L^p-maximal regularity of nonlocal parabolic equations and applications

By using Fourier's transform and Fefferman-Stein's theorem, we investigate the L^p-maximal regularity of nonlocal parabolic and elliptic equations with singular and non-symmetric Lévy operators, and obtain the unique strong solvability of the corresponding nonlocal parabolic and elliptic equations, where the probabilistic representation plays an important role. As a consequence, a characterization for the domain of pseudo-differential operators of Lévy type with singular kernels is given in terms of the Bessel potential spaces. As a byproduct, we also show that a large class of non-symmetric Lévy operators generates an analytic semigroup in L ^p-spaces. Moreover, as applications, we prove Krylov's estimate for stochastic differential equations driven by Cauchy processes (i.e. critical diffusion processes), and also obtain the global well-posedness for a class of quasi-linear first order parabolic systems with critical diffusions. In particular, critical Hamilton-Jacobi equations and multidimensional critical Burger's equations are uniquely solvable and the smooth solutions are obtained.