H\"ormander's hypoelliptic theorem for nonlocal operators

In this paper we show the H\"ormander hypoelliptic theorem for nonlocal operators by a purely probabilistic method: the Malliavin calculus. Roughly speaking, under general H\"ormander's Lie bracket conditions, we show the regularization effect of discontinuous L\'evy noises for possibly degenerate stochastic differential equations with jumps. To treat the large jumps, we use the perturbation argument together with interpolation techniques and some short time asymptotic estimates of the semigroup. As an application, we show the existence of fundamental solutions for operator $\partial_t-\mathscr{K}$, where $\mathscr{K}$ is the nonlocal kinetic operator: $$\mathscr{K} f(x,{\rm v}):={\rm p.v}\int_{\mathbb{R}^d}(f(x,{\rm v}+w)-f(x,{\rm v}))\frac{\kappa(x,{\rm v},w)}{|w|^{d+\alpha}}{\rm d} w +{\rm v}\cdot\nabla_x f(x,{\rm v})+b(x,{\rm v})\cdot\nabla_{\rm v} f(x,{\rm v}).$$ Here $\kappa_0^{-1}\leq \kappa(x,{\rm v},w)\leq\kappa_0$ belongs to $C^\infty_b(\mathbb{R}^{3d})$ and is symmetric in $w$, p.v. stands for the Cauchy principal value, and $b\in C^\infty_b(\mathbb{R}^{2d};\mathbb{R}^d)$.