%0 Journal Article %T On the differentiability of the solution to the Hamilton-Jacobi equation with critical fractional diffusion %A Luis Silvestre %J Mathematics %D 2009 %I arXiv %X We prove that the Hamilton Jacobi equation for an arbitrary Hamiltonian $H$ (locally Lipschitz but not necessarily convex) and fractional diffusion of order one (critical) has classical $C^{1,\alpha}$ solutions. The proof is achieved using a new H\"older estimate for solutions of advection diffusion equations of order one with bounded vector fields that are not necessarily divergence free. %U http://arxiv.org/abs/0911.5147v2