Regularity results for a class of nonlocal double phase equations with VMO coefficients

Abstract: We study a class of nonlocal double phase problems with discontinuous coefficients. A local self-improving property and a higher H\"older continuity result for weak solutions to such problems are obtained under the assumptions that the associated coefficient functions are of type VMO (vanishing mean oscillation) and that the principal coefficient depends not only on the variables but also on the solution itself.