Martingale transforms and related singular integrals
HTML articles powered by AMS MathViewer
- by Rodrigo Bañuelos
- Trans. Amer. Math. Soc. 293 (1986), 547-563
- DOI: https://doi.org/10.1090/S0002-9947-1986-0816309-0
- PDF | Request permission
Abstract:
The operators obtained by taking conditional expectation of continuous time martingale transforms are studied, both on the circle $T$ and on ${{\mathbf {R}}^n}$. Using a Burkholder-Gundy inequality for vector-valued martingales, it is shown that the vector formed by any number of these operators is bounded on ${L^p}({{\mathbf {R}}^n}), 1 < p < \infty$, with constants that depend only on $p$ and the norms of the matrices involved. As a corollary we obtain a recent result of Stein on the boundedness of the Riesz transforms on ${L^p}({{\mathbf {R}}^n}), 1 < p < \infty$, with constants independent of $n$.References
- M. Abramowitz and T. Stegun, Handbook of mathematical functions, Dover, New York, 1970.
- Andrew G. Bennett, Probabilistic square functions and a priori estimates, Trans. Amer. Math. Soc. 291 (1985), no. 1, 159–166. MR 797052, DOI 10.1090/S0002-9947-1985-0797052-2
- D. L. Burkholder, A sharp inequality for martingale transforms, Ann. Probab. 7 (1979), no. 5, 858–863. MR 542135, DOI 10.1214/aop/1176994944
- D. L. Burkholder, Boundary value problems and sharp inequalities for martingale transforms, Ann. Probab. 12 (1984), no. 3, 647–702. MR 744226, DOI 10.1214/aop/1176993220
- Burgess Davis, On the $L^{p}$ norms of stochastic integrals and other martingales, Duke Math. J. 43 (1976), no. 4, 697–704. MR 418219
- Javier Duoandikoetxea and José L. Rubio de Francia, Estimations indépendantes de la dimension pour les transformées de Riesz, C. R. Acad. Sci. Paris Sér. I Math. 300 (1985), no. 7, 193–196 (French, with English summary). MR 780616
- Richard Durrett, Brownian motion and martingales in analysis, Wadsworth Mathematics Series, Wadsworth International Group, Belmont, CA, 1984. MR 750829
- Adriano M. Garsia, Martingale inequalities: Seminar notes on recent progress, Mathematics Lecture Note Series, W. A. Benjamin, Inc., Reading, Mass.-London-Amsterdam, 1973. MR 0448538
- Richard F. Gundy and Martin L. Silverstein, On a probabilistic interpretation for the Riesz transforms, Functional analysis in Markov processes (Katata/Kyoto, 1981) Lecture Notes in Math., vol. 923, Springer, Berlin-New York, 1982, pp. 199–203. MR 661625
- Richard F. Gundy and Nicolas Th. Varopoulos, Les transformations de Riesz et les intégrales stochastiques, C. R. Acad. Sci. Paris Sér. A-B 289 (1979), no. 1, A13–A16 (French, with English summary). MR 545671
- E. Lenglart, D. Lépingle, and M. Pratelli, Présentation unifiée de certaines inégalités de la théorie des martingales, Seminar on Probability, XIV (Paris, 1978/1979) Lecture Notes in Math., vol. 784, Springer, Berlin, 1980, pp. 26–52 (French). With an appendix by Lenglart. MR 580107
- S. K. Pichorides, On the best values of the constants in the theorems of M. Riesz, Zygmund and Kolmogorov, Studia Math. 44 (1972), 165–179. (errata insert). MR 312140, DOI 10.4064/sm-44-2-165-179
- Walter Rudin, Function theory in the unit ball of $\textbf {C}^{n}$, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 241, Springer-Verlag, New York-Berlin, 1980. MR 601594, DOI 10.1007/978-1-4613-8098-6
- Elias M. Stein, Singular integrals and differentiability properties of functions, Princeton Mathematical Series, No. 30, Princeton University Press, Princeton, N.J., 1970. MR 0290095
- E. M. Stein, Some results in harmonic analysis in $\textbf {R}^{n}$, for $n\rightarrow \infty$, Bull. Amer. Math. Soc. (N.S.) 9 (1983), no. 1, 71–73. MR 699317, DOI 10.1090/S0273-0979-1983-15157-1
- E. M. Stein and J.-O. Strömberg, Behavior of maximal functions in $\textbf {R}^{n}$ for large $n$, Ark. Mat. 21 (1983), no. 2, 259–269. MR 727348, DOI 10.1007/BF02384314
Bibliographic Information
- © Copyright 1986 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 293 (1986), 547-563
- MSC: Primary 60G44; Secondary 42B20, 60G46, 60H05
- DOI: https://doi.org/10.1090/S0002-9947-1986-0816309-0
- MathSciNet review: 816309