Regularity for anisotropic fully nonlinear integro-differential equations

Abstract

We consider fully nonlinear integro-differential equations governed by kernels that have different homogeneities in different directions. We prove a nonlocal version of the ABP estimate, a Harnack inequality and the interior \(C^{1, \gamma }\) regularity, extending the results of Caffarelli and Silvestre (Comm Pure Appl Math 62:597–638, 2009) to the anisotropic case.