Nonlocal Diffusion and Applications

Introduction.- 1 A probabilistic motivation.-1.1 The random walk with arbitrarily long jumps.- 1.2 A payoff model.-2 An introduction to the fractional Laplacian.-2.1 Preliminary notions.- 2.2 Fractional Sobolev Inequality and Generalized Coarea Formula.- 2.3 Maximum Principle and Harnack Inequality.- 2.4 An s-harmonic function.- 2.5 All functions are locally s-harmonic up to a small error.- 2...