We define in a consistent way nonlocal pseudo-differential operators acting
on a space of analytic functionals. We discuss the relation;of our method
to other definitions for nonlocal operators. We show how to solve homogeneo
us and inhomogeneous equations associated with nonlocal pseudo-differential
operators, and we extend the formalism to d-dimensional space-time solving
, in particular, the fractional wave and Klein-Gordon equations. We also st
udy in this context the nonlocal equations obtained from effective QED when
integrating over the fermionic degrees of freedom.