Regularity for fully non linear equations with non local drift

Abstract

We prove Holder regularity for solutions of non divergence integro-differential equations with non necessarily even kernels. The even/odd decomposition of the kernel can be understood as a sum of a diffusion and a drift term. In our case we assume that such drift have the order smaller than or equal to the diffusion and at least one. For example we can say something about the following equation $\Delta^{1/2}u + |Du| = f$. The main step relies in a localized version of the Aleksandrov-Bakelman-Pucci estimate. Our estimates are also uniform as the order of the equation goes to two.