The Dirichlet problem for nonlocal operators

In this note we set up the elliptic and the parabolic Dirichlet problem for linear nonlocal operators. As opposed to the classical case of second order differential operators, here the “boundary data” are prescribed on the complement of a given bounded set. We formulate the problem in the classical framework of Hilbert spaces and prove unique solvability using standard techniques like the Fredholm alternative.

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