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The Dirichlet problem for nonlocal elliptic operators with $C^{0,α}$ exterior data

In this note we study the boundary regularity of solutions to nonlocal Dirichlet problems of the form $Lu=0$ in $Ω$, $u=g$ in $\mathbb R^N\setminusΩ$, in non-smooth domains $Ω$. When $g$ is smooth enough, then it is easy to transform this problem into an homogeneous Dirichlet problem with a bounded right hand side, for which the boundary regularity is well understood. Here, we study the case in which $g\in C^{0,α}$, and establish the optimal Hölder regularity of $u$ up to the boundary. Our results extend previous results of Grubb for $C^\infty$ domains $Ω$.