The Evans-Krylov theorem for nonlocal fully nonlinear equations
Annals of mathematics, Tome 174 (2011) no. 2, pp. 1163-1187.

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We prove a regularity result for solutions of a purely integro-differential Bellman equation. This regularity is enough for the solutions to be understood in the classical sense. If we let the order of the equation approach two, we recover the theorem of Evans and Krylov about the regularity of solutions to concave uniformly elliptic partial differential equations.
DOI : 10.4007/annals.2011.174.2.9

Luis Caffarelli 1 ; Luis Silvestre 2

1 Department of Mathematics<br/> University of Texas at Austin<br/> Austin, TX 78712
2 Department of Mathematics<br/>The University of Chicago<br/> Chicago, IL 60637
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Luis Caffarelli; Luis Silvestre. The Evans-Krylov theorem for nonlocal fully nonlinear equations. Annals of mathematics, Tome 174 (2011) no. 2, pp. 1163-1187. doi : 10.4007/annals.2011.174.2.9. http://geodesic.mathdoc.fr/articles/10.4007/annals.2011.174.2.9/

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