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In this paper we survey some results on the Dirichlet problem \[\left\{ \begin{array}{rcll} L u &=&f&\textrm{in }\Omega \\ u&=&g&\textrm{in }\mathbb R^n\backslash\Omega \end{array}\right.\] for nonlocal operators of the form \[Lu(x)=\textrm{PV}\int_{\mathbb R^n}\bigl\{u(x)-u(x+y)\bigr\}K(y)dy.\] We start from the very basics, proving existence of solutions, maximum principles, and constructing some useful barriers.
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