Regularity for anisotropic fully nonlinear integro-differential equations

We consider fully nonlinear integro-differential equations governed by kernels that have different homogeneities in different directions. We prove a nonlocal version of the ABP estimate, a Harnack inequality and the interior $C^{1, \gamma}$ regularity, extending the results of [Caffarelli and Silvestre, CPAM 62, 2009] to the anisotropic case.