A new proof of certain Littlewood-Paley inequalities (Q5937489)

The author gives a new proof of the fact that for each \(p>\frac{2n}{n+1}\) there is a constant \(C(n,p)\) such that for each \(f\in L^{p}(\mathbb R^n)\) one has \( \|g_{\ast}(f)\|_{p}\leq C(n,p)\|f\|_{p}\). Here \[ g_{\ast }(f)^{2}(x)=2\int_{\mathbb R_+^{n+1}}t|\nabla (f\ast Q_{t}(y)|^{2}Q_{t}(x-y)\,dy\,dt \] defines the Littlewood-Paley \(g_{\ast}\)-function of \(f\), in which \(Q(y)=\frac{c_{n}}{(1+|y|^{2})^{(n+1)/2}}\) and \( Q_{t}(y)=\frac{1}{t^{n}}Q(\frac{y}{t})\). The author's new approach is to first prove an `Itô formula' \[ \begin{aligned} \varphi \circ f(x) &=\varphi (0)+2\int_{\mathbb R_{+}^{n+1}}t\varphi '\circ (f\ast Q_{t}(y))\nabla (f\ast Q_{t}(y))\nabla Q_{t}(x-y)\,dy\,dt\\ &+\int_{\mathbb R_{+}^{n+1}}t\varphi ^{{\prime \prime }}\circ (f\ast Q_{t}(y))\nabla (f\ast Q_{t}(y))Q_{t}(x-y)|\nabla (f\ast Q_{t}(y)|^{2}\,dy\,dt \end{aligned} \] Here \(\varphi :\mathbb R\to \mathbb R\) is any twice-continuously differentiable function and \(f\) is any square-integrable function such that \(\nabla (f\ast Q_{t}(y))\) is bounded in \(\mathbb R_{+}^{n+1}\). The special case \(\varphi (x)=x^{2}\) yields \[ f^{2}=4\int_{\mathbb R_{+}^{n+1}}t(f\ast Q_{t}(y))\nabla (f\ast Q_{t}(y))\nabla Q_{t}(x-y)\,dy\,dt+g_{\ast}^{2}(f)= h(f)+g_{\ast}^{2}(f). \] So, to prove the Littlewood-Paley inequality, it is enough to prove that \(\|h(f)\|_{p/2}\leq C(n,p)\|f\|_{p}^{2}\). This follows, essentially, from the Coifman-Meyer-Stein tent-space arguments, in fact, with \(\|h(f)\|_{p/2}\) replaced by the stronger real Hardy space norm. The Itô formula itself follows from density properties of the area integral.