In 1982 L.C. Evans and N.V. Krylov proved interior a priori second derivatives estimates in Hölder spaces for fully nonlinear second order uniformly elliptic equations under the main assumption that the operator is either concave or convex in the Hessian variable. Since then, a remarkable question in the theory is to determine which hypotheses on the operator in between convexity/concavity and no assumptions ensure that solutions to general second order fully nonlinear equations are classical. In this direction, N. Nadirashvili and S. Vladut exhibited counterexamples in dimension higher than or equal to 5 to show that the sole uniform ellipticity is in general not enough to reach classical regularity. Despite this progress, the minimal assumptions guaranteeing classical regularity are unknown, and the above question has remained largely open.
After a review of the regularity theory for fully nonlinear equations, I will discuss some improvements of the Evans-Krylov theory and show how to prove interior C^{2,alpha} and C^{1,1} regularity for elliptic and parabolic problems under the assumption that the operator is quasi-concave/convex. I will also consider interior estimates for functionals that are concave/convex or “close to a hyperplane” at infinity as well as C^{2,alpha} parabolic regularity in dimension 3 or under Cordes assumptions on the ellipticity constants. The approach is based on linearization arguments and on Bernstein methods. I will conclude with some consequences about the Calderón-Zygmund regularity of solutions to (fully nonlinear) second order Hamilton-Jacobi equations with power-growth gradient terms and discuss the relation with a conjecture posed by P.-L. Lions.