$L^p$-maximal regularity of nonlocal parabolic equations and applications

Zhang, Xicheng

Annales de l'I.H.P. Analyse non linéaire, Tome 30 (2013) no. 4, pp. 573-614

By using Fourierʼs transform and Fefferman–Steinʼs theorem, we investigate the $L^p$-maximal regularity of nonlocal parabolic and elliptic equations with singular and non-symmetric Lévy operators, and obtain the unique strong solvability of the corresponding nonlocal parabolic and elliptic equations, where the probabilistic representation plays an important role. As a consequence, a characterization for the domain of pseudo-differential operators of Lévy type with singular kernels is given in terms of the Bessel potential spaces. As a byproduct, we also show that a large class of non-symmetric Lévy operators generates an analytic semigroup in $L^p$-spaces. Moreover, as applications, we prove Krylovʼs estimate for stochastic differential equations driven by Cauchy processes (i.e. critical diffusion processes), and also obtain the global well-posedness for a class of quasi-linear first order parabolic systems with critical diffusions. In particular, critical Hamilton–Jacobi equations and multidimensional critical Burgerʼs equations are uniquely solvable and the smooth solutions are obtained.

Keywords: $ {L}^{p}$-regularity, Lévy process, Krylovʼs estimate, Sharp function, Critical Burgerʼs equation

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