Journal
INDIANA UNIVERSITY MATHEMATICS JOURNAL
Volume 55, Issue 3, Pages 1155-1174Publisher
INDIANA UNIV MATH JOURNAL
DOI: 10.1512/iumj.2006.55.2706
Keywords
integro-differential equations; nonlocal equations; Holder estimates; jump processes
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We provide a purely analytical proof of Holder continuity for harmonic functions with respect to a class of integrodifferential equations like the ones associated with purely jump processes. The assumptions on the operator are more flexible than in previous works. Our assumptions include the case of an operator with variable order, without any continuity assumption in that order.
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