Conditioned Brownian motion and multipliers into \(SL^\infty\) (Q1889812)

The main result (Theorem 1.1) is related to a problem posed by the first named author [``Square functions, Cauchy integrals, analytic capacity and harmonic measure'', in: Harmonic Analysis and Partial Differential Equations, Lect. Notes Math. 1384, 24--68 (1989; Zbl 0675.30029)]: How to find (in a constructive way) a bounded analytic function in \(\complement K\) where \(K \subseteq \Gamma\) with positive measure, \(\Gamma\) denoting a Lipschitz curve. Via Cauchy integrals this problem may be reformulated: How to find a multiplier \(m: \Gamma \to [0,1]\) such that for \(h := m\cdot 1_K\) we have \(\int_{\Gamma} h| dz| \geq | K| /2\) and \(\int_{\Gamma} \frac{h(z)}{z - \omega}\,d z \) is uniformly bounded on \(\complement K\). Let \((B_s)\) denote a 2-dimensional Brownian motion with filtration \(( \mathcal{F}_s)\). For \(G \in L^2(\Omega, \mathbb{P})\) let \(G=E(G) + \int_0^{\infty} F_s\cdot d B_s \) denote the stochastic integral representation with corresponding martingale square function \(S(G) = (\int_0^{\infty} | F_s| ^2 \,ds)^{1/2}\) and let \(N\) denote the conditional expectation operator conditioning on the exit of the unit disc, \(N(G)(e^{i \alpha}) = E(G| B_{\tau} = e^{i \alpha})\) where \(\tau\) is the stopping time defined by the first entry into the boundary \(\mathbb{T}\) of the unit disc. The main result, Theorem 1.1, establishes to any \(u\in L^{\infty}(\mathbb{T })\), \(u\geq 0\), a multiplier \(m\) which is explicitly defined by \(u, N\) and \((B_s)\), such that \(h:= m\cdot u\) is nontrivial, admits estimates from below, and the Littlewood-Paley square function is uniformly bounded. The (quite technical) proofs are mainly of probabilistic nature, based on stochastic calculus, martingale theory and probabilistic aspects of the Littlewood Paley theory [see e.g. \textit{P. A. Meyer}, Lect. Notes Math. 511, 125--183 (1976; Zbl 0332.62032); and \textit{N. Th. Varopoulos}, J. Funct. Anal. 38, 25--60 (1980; Zbl 0462.60050)]. First a related result is proved for Wiener spaces (Theorem 1.2) and then transferred via the operator \(N\) to the unit disc.