Divided differences, square functions, and a law of the iterated logarithm

Publication date 24 August 2018

Published in Real Analysis Exchange (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.1746

differentiability quadratic variation Sobolev spaces dyadic martingales

Nondifferentiability (nondifferentiable functions, points of nondifferentiability), discontinuous derivatives (26A27) Martingales and classical analysis (60G46) Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24)

Abstract: We study differentiability properties of functions defined in the euclidean space in terms of a conical square function which is analogue to the classical square function introduced by Stein and Zygmund in the sixties. Pointwise differentiability can be characterized, modulo sets of Lebesgue measure zero, in terms of the finiteness of the conical square function. At the complement of this set, a Law of the Iterated Logarithm describes the maximal growth of the divided differences in terms of a truncated version of the conical square function. Moreover a characterization of Sobolev spaces in terms of the conical square function is given.

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Approximation in the Zygmund class

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