Towards a Schauder theory for fractional viscous Hamilton--Jacobi equations

Abstract: We survey some results on Lipschitz and Schauder regularity estimates for viscous Hamilton--Jacobi equations with subcritical L\'evy diffusions. The Schauder estimates, along with existence of smooth solutions, are obtained with the help of a Duhamel formula and $L^1$ bounds on the spatial derivatives of the heat kernel. Our results cover very general nonlocal and mixed local-nonlocal diffusions, including strongly anisotropic, nonsymmetric, mixed order, and spectrally one-sided models.