Meyer's inequality of the type \(L(\log L)^\alpha\) on abstract Wiener spaces (Q1125250): Difference between revisions

Consider an abstract Wiener space \((W,H,\gamma)\), with \(H\)-derivative \(D\) and Ornstein-Uhlenbeck operator \(L\). The aim of this article is to yield an \(L(\log L)^\alpha\)-analogue of the well-known Meyer inequalities, when the exponent equals 1. Precisely, the author establishes that for any \(\alpha\geq 0\), \(D(I-L)^{-1/2}\) is continuous from \(L(\log L)^{\alpha+ 3/2}\) to \(L(\log L)^\alpha\). The strategy of the proof is to show successively: an \(L(\log L)^\alpha\) version of the Doob inequality; a vectorial Burkholder inequality; the continuity of the Hilbert transform on the circle, from \(L(\log L)^{\alpha+1}\) to \(L(\log L)^\alpha\); the continuity of the projection onto the first Wiener chaos, from \(L(\log L)^{1/2}\) to \(L^1\); the main result. The probabilistic proof of Stein's theorem of the \(L(\log L)^\alpha\) classes and the Hilbert transform is also shown, using a converse Doob inequality.