Classe L Log L et densité de l'intégrale d'aire dans \(R_+^{n+1}\). (The class L Log L and the density of the surface integral in \(R_+^{n+1})\) (Q1116547)

The authors continue their study on the relation between the class of functions L Log L in the half space \(R^ n_+\) and the local time at 0 of their associated Brownian martingales. The first part of the paper deals with a simplified probabilistic proof of a result of the authors in their preceding paper, C. R. Acad. Sci., Paris, Sér. I 305, 135-137 (1987; Zbl 0624.60057): A signed valued continuous martingale belongs to the class L Log L if and only if it belongs to \(H^ 1\) and \(E(L^ 0_{\infty} Log^+ L^ 0_{\infty})<+\infty\), where \(L^ 0_{\infty}\) is the local time at 0 associated with the given martingale. The rest of the paper is an analytical proof of the following local characterization of the class L log L: Let u be the Poisson integral of a Lebesgue integrable function f and \(D^ 0_ a\) the value at a of the density of the area integral generaed by u. Let \(B_ 1\) and \(B_ 2\) be to open balls such that \(\bar B_ 1\subset B_ 2\). Then, (a) If \(\int_{B_ 2}N_ a(u)(\theta)d\theta <+\infty\) and \(\int_{B_ 2}D^ 0_ a(\theta)\log^+D^ 0(\theta)d\theta <+\infty\) then \(\int_{B_ 1}| f(\theta)| -| \log^+f(\theta)|\). \(d\theta <+\infty\) (b) If \(\int_{B_ 2}| f(\theta)| \log +f(\theta)|\). \(d\theta <+\infty\), then \(\int_{B_ 1}N_ a(u)(\theta)d\theta <+\infty\) and \(\int_{B_ 1}D^ 0_ a(\theta)\cdot \log +D^ 0_ a(\theta)d\theta <+\infty\) where \(\Gamma_ a(\theta):=\{z=(x,y)| | x-\theta | <a.y,\) \(\theta\in R^{\nu}\},\) \(N_ a(u,\theta)=\sup \{| u(z)| | z\in \gamma_ a(\theta)\}\), \(D^ r_ a(u)(\theta)\int_{\Gamma_ a(\theta)}y^{1- \nu}\cdot \Delta (u-r)^+\cdot (dx,dy)\).