  For an SDE driven by a rotationally invariant $\alpha$-stable noise we prove
weak uniqueness of the solution under the balance condition $\alpha+\gamma>1$,
where $\gamma$ denotes the Holder index of the drift coefficient. We prove
existence and continuity of the transition probability density of the
corresponding Markov process and give a representation of this density with an
explicitly given "principal part", and a "residual part" which possesses an
upper bound. Similar representation is also provided for the derivative of the
transition probability density w.r.t. the time variable.
