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We introduce a large class of concentratedp-Lévy integrable functions approximating the unity, which serves as the core tool from which we provide a nonlocal characterization of the Sobolev spaces and the space of functions of bounded variation via nonlocal energies forms. It turns out that this nonlocal characterization is a necessary and sufficient criterion to define Sobolev spaces on domains satisfying the extension property. We also examine the general case where the extension property does not necessarily hold. In the latter case we establish weak convergence of the nonlocal Radon measures involved to the local Radon measures induced by the distributional gradient.

We set up a general framework tailor-made to solve complement value problems governed by symmetric nonlinear nonlocal integro-differential p-Lévy operators. A prototypical example of integro-differential p-Lévy operators is the well-known fractional p-Laplace operator. Our main focus is on nonlinear integro-differential equations in the presence of Dirichlet, Neumann and Robin conditions and we show well-posedness results. Several results are new even for the fractional p-Laplace operator but we develop the approach for general translation-invariant nonlocal operators. We also bridge the gap from nonlocal to local, by showing that solutions to the local Dirichlet and Neumann boundary value problems associated with p-Laplacian are strong limits of the nonlocal ones.

The overreaching goal of this paper is to investigate the existence and uniqueness of weak solution of a semilinear parabolic equation with double nonlocality in space and in time variables that naturally arises while modeling a biological nano-sensor in the chaotic dynamics of a polymer chain. In fact, the problem under consideration involves a symmetric integrodifferential operator of Lévy type and a term called the interaction potential, that depends on the time-integral of the solution over the entire interval of solving the problem. Owing to the Galerkin approximation, the existence and uniqueness of a weak solution of the nonlocal complement value problem is proven for small time under fair conditions on the interaction potential.

We study a porous medium-type equation whose pressure is given by a nonlocal Lévy operator associated to a symmetric jump Lévy kernel. The class of nonlocal operators under consideration appears as a generalization of the classical fractional Laplace operator. For the class of Lévy operators, we construct weak solutions using a variational minimizing movement scheme. The lack of interpolation techniques is ensued by technical challenges that render our setting more challenging than the one known for fractional operators.

We establish Gagliardo-Nirenberg-Sobolev type inequalities on nonlocal Sobolev spaces driven by $p$-L\'evy integrable functions, by imposing some appropriate growth conditions on the associated critical function. This gives rise to the embedding of the local and the nonlocal Sobolev spaces into Orlicz type spaces. The Gagliardo-Nirenberg-Sobolev type inequalities, as in the classical context, turn out to have some reciprocity with Poincar\'e and Poincar\'e-Sobolev type inequalities. The classical fractional Sobolev inequality is also derived as a direct consequence.