Existence of densities for stable-like driven SDEʼs with Hölder continuous coefficients

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A probabilistic interpretation of the parametrix method. (2015, background): “Such is the case in the results of [2], [7], [8] and [11] which require some Hölder property of the coefficients in order to obtain the existence of the density.”
Parametrix construction of the transition probability density of the solution to an SDE driven by $\alpha$-stable noise (2014, methodology): “Hence, the scope of our approach based on the parametrix construction, differs substantially from that of [12].”