• 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.

• East Asian mathematical journal
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• v.14 no.2
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• pp.281-297
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• 1998

Here we establish limit theorems on one-side increments of two-parameter fractional $L\'{e}vy$ Brownian motion, via estimating upper bounds large deviation probability inequalities on the suprema of the fractional $L\'{e}vy$ Brownian motion.

• Journal of the Korean Statistical Society
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• v.31 no.2
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• pp.261-276
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• 2002

Probability density or its derivatives may have a discontinuity/change point at an unknown location. We propose a method of estimating the location and the jump size of the discontinuity point based on kernel type density or density derivatives estimators with one-sided equivalent kernels. The rates of convergence of the proposed estimators are derived, and the finite-sample performances of the methods are illustrated by simulated examples.

• Journal of applied mathematics & informatics
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• v.6 no.2
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• pp.329-368
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• 1999

This paper surveys recent remarkable progress in the study of potential theory for symmetric stable processes. It also contains new results on the two-sided estimates for Green functions Poisson kernels and Martin kernels of discontinuous symmetric $alpha$ -stable process in bounded $C^{1,1}$ open sets. The new results give ex-plicit information on how the comparing constants depend on pa-rametrer $alpha$ and consequently recover the green function and Poisson kernel estimates for Brownian motion by passing $alpha{\uparrow}2$. In addition to these new estimates this paper surveys recent progress in the study of notions of harmonicity integral representation of harmonic func-tions boundary harnack inequality conditional gauge and intrinsic ultracontractivity for symmetric stable processes. Here is a table of contents.