Hardy-Stein identities and square functions for semigroups (Q2835330)

For a class of semigroups \(P_t\), the authors introduce a new Littlewood-Paley type square function \(\tilde G\) and prove the estimate \(C_p^{-1}\|f\|_p\leq\|\tilde G(f)\|_p\leq C_p\|f\|_p\) for all \(p\in(1,\infty)\). Precisely, the semigroups under consideration are those generated by a symmetric Lévy measure \(\nu\) with a Hartman-Wintner condition. The square function has a curious non-symmetric expression, but it is shown that its symmetric version is only bounded for \(p\in[2,\infty)\). A key new tool is an integral identity for \(P_t\), which the authors use as a substitute of classical differential identities for harmonic functions.NEWLINENEWLINEThese square function estimates lead to a quick proof of the boundedness of so-called Lévy multipliers previously introduced by the first two authors [J. Funct. Anal. 250, No. 1, 197--213 (2007; Zbl 1123.42002)]. However, this easy approach does not recover the optimal constant \(c_p=p^*-1\) previously obtained by linking these multipliers to martingale transforms [loc. cit.].