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

In this note we study the boundary regularity of solutions to nonlocal Dirichlet problems of the form $Lu=0$ in $\mathrm{\Omega }$, $u=g$ in $\mathbb R^N\setminus\Omega$,innon-smoothdomains$\Omega$\mathrm{.}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 $g\in C^{0,\alpha }$, and establish the optimal H"older regularity of $u$ up to the boundary. Our results extend previous results of Grubb for $C^{\mathrm{\infty }}$ domains $\mathrm{\Omega }$.