Towards a Schauder theory for fractional viscous Hamilton--Jacobi equations
Abstract
We survey some results on Lipschitz and Schauder regularity estimates for viscous Hamilton--Jacobi equations with subcritical L\'evy diffusions. The Schauder estimates, along with existence of smooth solutions, are obtained with the help of a Duhamel formula and L1 bounds on the spatial derivatives of the heat kernel. Our results cover very general nonlocal and mixed local-nonlocal diffusions, including strongly anisotropic, nonsymmetric, mixed order, and spectrally one-sided models.
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