• Communications of the Korean Mathematical Society
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• v.12 no.3
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• pp.725-741
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• 1997

This paper considers the problem of deriving exponential probability inequalities for product symmetric Poisson processes. As an application they are used to show the existence of regular version of some product process derived from L$\acute{e}$vy process.

• Journal of the Korean Mathematical Society
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• v.50 no.5
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• pp.1009-1031
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• 2013

In this paper, using elementary calculus only, we give a simple proof that Green function estimates imply the sharp two-sided pointwise estimates for Poisson kernels for subordinate Brownian motions. In particular, by combining the recent result of Kim and Mimica [5], our result provides the sharp two-sided estimates for Poisson kernels for a large class of subordinate Brownian motions including geometric stable processes.