Abstract
We study a class of nonlocal-diffusion equations with drifts, and derive a priori Φ -Hölder estimate for the solutions by using a purely probabilistic argument, where Φ is an intrinsic scaling function for the equation.
| Original language | English |
|---|---|
| Pages (from-to) | 331-348 |
| Number of pages | 18 |
| Journal | Communications in Mathematics and Statistics |
| Volume | 2 |
| Issue number | 3-4 |
| DOIs | |
| Publication status | Published - 1 Dec 2014 |
| Externally published | Yes |
Keywords
- Drift
- Hölder regularity
- Lévy system
- Nonlocal operator
- Parabolic function
- Space-time Hunt process