We study the existence of large solutions for nonlocal Dirichlet problems posed on a bounded, smooth domain, associated with fully nonlinear elliptic equations of order $2\,s$, with $s\in (1/2,\,1)$, and a coercive gradient term with subcritical power $0< p<2\,s$. Due to the nonlocal nature of the diffusion, new blow-up phenomena arise within the range $0< p<2\,s$, involving a continuum family of solutions and/or solutions blowing-up to $-\infty$ on the boundary. This is in striking difference with the local case studied by Lasry–Lions for the subquadratic case $1< p<2$.

We prove uniform Hölder regularity estimates for a transport-diffusion equation with a fractional diffusion operator and a general advection field in of bounded mean oscillation, as long as the order of the diffusion dominates the transport term at small scales; our only requirement is the smallness of the negative part of the divergence in some critical Lebesgue space. In comparison to a celebrated result by Silvestre, our advection field does not need to be bounded. A similar result can be obtained in the supercritical case if the advection field is Hölder continuous. Our proof is inspired by Kiselev and Nazarov and is based on the dual evolution technique. The idea is to propagate an atom property (i.e., localisation and integrability in Lebesgue spaces) under the dual conservation law, when it is coupled with the fractional diffusion operator.

In this paper, we study the fractional Dirichlet problem with the homogeneous exterior data posed on a bounded domain with Lipschitz continuous boundary. Under an extra assumption on the domain, slightly weaker than the exterior ball condition, we are able to prove existence and uniqueness of solutions which are Hölder continuous on the boundary. In proving this result, we use appropriate barrier functions obtained by an approximation procedure based on a suitable family of zero-th order problems. This procedure, in turn, allows us to obtain an approximation scheme for the Dirichlet problem through an equicontinuous family of solutions of the approximating zero-th order problems on ${\bar \Omega}$. Both results are extended to an ample class of fully non-linear operators.

We study the existence of a weak solution of a nonlocal problem

$$\begin{eqnarray}\displaystyle & \displaystyle -{\mathcal{L}}_{K}u-\unicode[STIX]{x1D707}ug_{1}+h(u)g_{2}=f\quad \text{in }\unicode[STIX]{x1D6FA}, & \displaystyle \nonumber\\ \displaystyle & \displaystyle u=0\quad \text{in }\mathbb{R}^{n}\setminus \unicode[STIX]{x1D6FA}, & \displaystyle \nonumber\end{eqnarray}$$

${\mathcal{L}}_{k}$

$\unicode[STIX]{x1D707}$

$\unicode[STIX]{x1D6FA}$

$\mathbb{R}^{n}$

$n>2s$

$s\in (0,1)$

$\unicode[STIX]{x2202}\unicode[STIX]{x1D6FA}$

$f,g_{1},g_{2}:\unicode[STIX]{x1D6FA}\rightarrow \mathbb{R}$

$h:\mathbb{R}\rightarrow \mathbb{R}$