Lévy processes and Fourier multipliers (Q996266)

The purpose of this paper is to explore martingale techniques to study Fourier multipliers which arise when the Brownian motion used to define stochastic integrals leading to the Riesz transforms is replaced by the more general symmetric Lévy process. This leads to a large family of multipliers which generalize the second order Riesz transforms. Then the authors obtain the upper bound \(p*_1\) for their norms in \(L^p({\mathbb R}^d)\) for \(1<p<\infty\), which is the best known to date in the case of the second order Riesz transforms.