$L_p$-estimates for nonlocal equations with general L\'evy measures

Abstract

We consider nonlocal operators of the form \begin{equation*} L_t u(x) = \int_{\mathbb{R}^d} \left( u(x+y)-u(x)-\nabla u(x)\cdot y^{(\sigma)} \right) \nu_t(dy), \end{equation*} where $\nu_t$ is a general L\'evy measure of order $\sigma \in(0,2)$. We allow this class of L\'evy measures to be very singular and impose no regularity assumptions in the time variable. Continuity of the operators and the unique strong solvability of the corresponding nonlocal parabolic equations in $L_p$ spaces are established. We also demonstrate that, depending on the ranges of $\sigma$ and $d$, the operator can or cannot be treated in weighted mixed-norm spaces.