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Parabolic integro-differential non degenerate Cauchy problem is considered in the scale of H\"older spaces of functions whose regularity is defined by a radially O-regularly varying L\'evy measure. Existence and uniqueness and the estimates of the solution are derived.

On the Cauchy Problem for Nondegenerate Parabolic Integro-Differential Equations in the Scale of Generalized Hölder Spaces