Principal eigenvalues of fully nonlinear integro-differential elliptic equations with a drift term

Abstract

We study existence of principal eigenvalues of a fully nonlinear integro-differential elliptic equations with a drift term via the Krein–Rutman theorem and regularity estimates up to boundary of viscosity solutions. We also show simplicity of eigenfunctions in the viscosity sense by using a nonlocal version of the ABP estimate and a “sweeping lemma”.