Regularity theory for general stable operators

Abstract: We establish sharp regularity estimates for solutions to $Lu=f$ in $\Omega\subset\mathbb R^n$, being $L$ the generator of any stable and symmetric L\'evy process. Such nonlocal operators $L$ depend on a finite measure on $S^{n-1}$, called the spectral measure. First, we study the interior regularity of solutions to $Lu=f$ in $B_1$. We prove that if $f$ is $C^\alpha$ then $u$ belong to $C^{\alpha+2s}$ whenever $\alpha+2s$ is not an integer. In case $f\in L^\infty$, we show that the solution $u$ is $C^{2s}$ when $s\neq1/2$, and $C^{2s-\epsilon}$ for all $\epsilon>0$ when $s=1/2$. Then, we study the boundary regularity of solutions to $Lu=f$ in $\Omega$, $u=0$ in $\mathbb R^n\setminus\Omega$, in $C^{1,1}$ domains $\Omega$. We show that solutions $u$ satisfy $u/d^s\in C^{s-\epsilon}(\overline\Omega)$ for all $\epsilon>0$, where $d$ is the distance to $\partial\Omega$. Finally, we show that our results are sharp by constructing two counterexamples.