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Let and be a constant symmetric positive definite matrix. Given the quadratic form where denotes the Riesz fractional gradient, we establish necessary and sufficient conditions such that defines a Dirichlet form. In strike contrast with the local case , positive definiteness of a constant matrix is not sufficient for the Markov property when . We also describe the associated symmetric Markov semigroup and its realizations, prove the existence of a smooth nonnegative heat kernel and establish a bounded functional calculus.

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