Hopf’s lemma for viscosity solutions to a class of non-local equations with applications

Abstract

We consider a large family of integro-differential equations and establish a non-local counterpart of Hopf’s lemma, directly expressed in terms of the symbol of the operator. As closely related problems, we also obtain a variety of maximum principles for viscosity solutions. In our approach we combine direct analysis with functional integration, allowing a robust control around the boundary of the domain, and make use of the related ascending ladder height-processes. We then apply these results to a study of principal eigenvalue problems, the radial symmetry of the positive solutions, and the overdetermined non-local torsion equation.