On the differentiability of the solution to an equation with drift and fractional diffusion
On the differentiability of the solution to an equation with drift and fractional diffusion
We consider an equation with drift and either critical or supercritical fractional diffusion.Under a regularity assumption for the vector field that is marginally stronger than what is required for Hölder continuity of the solutions, we prove that the solution becomes immediately differentiable with Hölder continuous derivatives.Therefore, the solutions to the …