“The book under review is a result of a series of lectures given in various places throughout the world. It gives an introduction to the analysis of nonlocal operators, most notably the fractional Laplacian. … the book does a great job of introducing the topic of nonlocal analysis for every newcomer in the field. It provides a good starting point for doing research and therefore is highly recommended.” (Łukasz Płociniczak, Mathematical Reviews, March, 2017)

• Introduction.- 1 A probabilistic motivation.-1.1 The random walk with arbitrarily long jumps.- 1.2 A payoff model.-2 An introduction to the fractional Laplacian.-2.1 Preliminary notions.- 2.2 Fractional Sobolev Inequality and Generalized Coarea Formula.- 2.3 Maximum Principle and Harnack Inequality.- 2.4 An s-harmonic function.- 2.5 All functions are locally s-harmonic up to a small error.- 2.6 A function with constant fractional Laplacian on the ball.- 3 Extension problems.- 3.1 Water wave model.- 3.2 Crystal dislocation.- 3.3 An approach to the extension problem via the Fourier transform.- 4 Nonlocal phase transitions.- 4.1 The fractional Allen-Cahn equation.- 4.2 A nonlocal version of a conjecture by De Giorgi.- 5 Nonlocal minimal surfaces.- 5.1 Graphs and s-minimal surfaces.- 5.2 Non-existence of singular cones in dimension 2 5.3 Boundary regularity.- 6 A nonlocal nonlinear stationary Schrödinger type equation.- 6.1 From the nonlocal Uncertainty Principle to a fractional weighted inequality.- Alternative proofs of some results.- A.1 Another proof of Theorem  A.2 Another proof of Lemma 2.3.- References.