  We establish Pohozaev identities and integration by parts type formulas for
anisotropic integro-differential operators of order $2s$, with $s\in(0,1)$.
  These identities involve local boundary terms, in which the quantity
$u/d^s|_{\partial\Omega}$ plays the role that $\partial u/\partial\nu$ plays in
the second order case. Here, $u$ is any solution to $Lu=f(x,u)$ in $\Omega$,
with $u=0$ in $\mathbb R^n\setminus\Omega$, and $d$ is the distance to
$\partial\Omega$.
