On the non-local boundary value problem from the probabilistic viewpoint

We provide a short introduction of new and well-known facts relating non-local operators and irregular domains. Cauchy problems and boundary value problems are considered in case non-local operators are involved. Such problems respectively lead to anomalous behavior on the bulk and on the surface of a given domain. Such a behavior can be considered (in a macroscopic viewpoint) in order to describe regular motion on irregular domains (in the microscopic viewpoint).