Regularity for a class of degenerate fully nonlinear nonlocal elliptic equations

Abstract: We consider a wide class of fully nonlinear integro-differential equations that degenerate when the gradient of the solution vanishes. By using compactness and perturbation arguments, we give a complete characterization of the regularity of viscosity solutions according to different diffusion orders. More precisely, when the order of the fractional diffusion is sufficiently close to 2, we obtain H\"{o}lder continuity for the gradient of any viscosity solutions and further derive an improved gradient regularity estimate at the origin. For the order of the fractional diffusion in the interval $(1, 2)$, we prove that there is at least one solution of class $C^{1, \alpha}_{\rm loc}$. Additionally, if the order of the fractional diffusion is in the interval $(0,1]$, the local H\"{o}lder continuity of solutions is inferred.