Regularity of fundamental solutions for L\'evy-type operators

Abstract

For a class of non-symmetric non-local L\'evy-type operators $\mathcal{L}^{\kappa}$, which include those of the form $$ \mathcal{L}^{\kappa}f(x):= \int_{\mathbb{R}^d}( f(x+z)-f(x)- 1_{|z|<1} \left<z,\nabla f(x)\right>)\kappa(x,z)J(z)\, dz\,, $$ we prove regularity of the fundamental solution $p^{\kappa}$ to the equation $\partial_t =\mathcal{L}^{\kappa}$.