We construct the fundamental solution (the heat kernel) to the equation , where under certain assumptions the operator takes one of the following forms, \begin{align*} ^{\kappa}f(x)&:= \int_{^d}( f(x+z)-f(x)- 1_{|z|<1} \left<z,\nabla f(x)\right>)\kappa(x,z)J(z), dz ,, ^{\kappa}f(x)&:= \int_{^d}( f(x+z)-f(x))\kappa(x,z)J(z), dz,, ^{\kappa}f(x)&:= \frac1{2}\int_{^d}( f(x+z)+f(x-z)-2f(x))\kappa(x,z)J(z), dz,. \end{align*} In particular, is a L'evy density, i.e., . The function is assumed to be Borel measurable on satisfying , and $|\kappa(x,z)-\kappa(y,z)|\leq \kappa_2|x-y|^{\beta}\beta\in (0, 1)$. We prove the uniqueness, estimates, regularity and other qualitative properties of .

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