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.

Abstract. Weak solutions to parabolic integro-differential operators of order α ∈ (α0, 2) are studied. Local a priori estimates of Hölder norms and a weak Harnack inequality are proved. These results are robust with respect to α 2. In this sense, the presentation is an extension of Moser's result from [20].

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