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Hölder continuity of solutions of second-order non-linear elliptic integro-differential equations

Guy Barles, Emmanuel Chasseigne, Cyril Imbert (2011)

Journal of the European Mathematical Society

This paper is concerned with the Hölder regularity of viscosity solutions of second-order, fully non-linear elliptic integro-differential equations. Our results rely on two key ingredients: first we assume that, at each point of the domain, either the equation is strictly elliptic in the classical fully non-linear sense, or (and this is the most original part of our work) the equation is strictly elliptic in a non-local non-linear sense we make precise. Next we impose some regularity and growth...

Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach

Abdellatif Benchérif-Madani, Étienne Pardoux (2007)

ESAIM: Probability and Statistics

In this paper, a singular semi-linear parabolic PDE with locally periodic coefficients is homogenized. We substantially weaken previous assumptions on the coefficients. In particular, we prove new ergodic theorems. We show that in such a weak setting on the coefficients, the proper statement of the homogenization property concerns viscosity solutions, though we need a bounded Lipschitz terminal condition.

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