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The obstacle problem for the fractional Laplacian with drift

January 19, 2017
Keywords:
  • PDE
  • free boundary problem
  • stochastic processes
  • harmonic analysis
MSC:
  • 35R35
  • 60G22
  • 42-xx
  • 49Q05
Abstract
We establish the C1+γ-H\"older regularity of the regular free boundary in the stationary obstacle problem defined by the fractional Laplace operator with drift in the subcritical regime. Our method of the proof consists in proving a new monotonicity formula and an epiperimetric inequality. Both tools generalizes the original ideas of G. Weiss for the classical obstacle problem to the framework of fractional powers of the Laplace operator with drift. Our study continues the earlier research, where two of us established the optimal interior regularity of solutions.