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On a class of Calderón-Zygmund operators arising from projections of martingale transforms
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    On a class of Calderón-Zygmund operators arising from projections of martingale transforms (English)
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    19 February 2015
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    Martingale inequality methods show that the basic Calderón-Zygmund singular integral operators on \(\mathbb{R}^n\) are bounded on \(L^p(\mathbb{R}^n)\), \(p\in(1,\,\infty)\), with the \(L^p\) bounds independent of the dimension. So far as we know, the weak-type estimates do not follow from the corresponding martingale results. In the paper under review, the author proved that a large class of operators, which arise as the projections of martingale transforms of stochastic integrals with respect to Brownian motion, as well as other closely related operators, are in fact Calderón-Zygmund operators. As a corollary, these operators satisfy both strong and weak-type inequalities. This does not give us the information whether or not the weak-type bounds depend on the dimension. However, the theory of Calderón-Zygmund operators provides that the operators considered in this paper satisfy several additional properties such as the boundedness of these operators, respectively, from the Hardy space \(H^1(\mathbb{R}^n)\) to \(L^1(\mathbb{R}^n)\) and from the space BMO of functions with bounded mean oscillation to \(L^\infty(\mathbb{R}^n)\), and the sharp weighted \(L^p\)-boundedness for \(p\in(1,\,\infty)\).
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    Calderón-Zygmund operators
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    martingale transforms
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    stable processes
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    stochastic integrals
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