Fourier multipliers and weak differential subordination of martingales in UMD Banach spaces

DOI10.4064/SM170329-25-8zbMATH Open1418.42014arXiv1703.07817OpenAlexW3100971185WikidataQ130012359 ScholiaQ130012359MaRDI QIDQ4582003FDOQ4582003

Ivan Yaroslavtsev

Publication date: 21 August 2018

Published in: Studia Mathematica (Search for Journal in Brave)

Abstract: In this paper we introduce the notion of weak differential subordination for martingales and show that a Banach space $X$ is a UMD Banach space if and only if for all $pin(1,infty)$ and all purely discontinuous $X$-valued martingales $M$ and $N$ such that $N$ is weakly differentially subordinated to $M$, one has the estimate $mathbbE|N_{infty}{|}^{p}leq{C}_{p}mathbbE|M_{infty}{|}^p$. As a corollary we derive the sharp estimate for the norms of a broad class of even Fourier multipliers, which includes e.g. the second order Riesz transforms.

Full work available at URL: https://arxiv.org/abs/1703.07817

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zbMATH Keywords

differential subordinationBeurling-Ahlfors transformUMD Banach spaceweak differential subordinationdouble Riesz transform, Hilbert transformzigzag-concave function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probability theory on linear topological spaces (60B11) Martingales with discrete parameter (60G42) Multipliers for harmonic analysis in several variables (42B15) Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)

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Cited In (7)

• On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
• Martingale decompositions and weak differential subordination in UMD Banach spaces
• Local characteristics and tangency of vector-valued martingales
• The Hilbert Transform and Orthogonal Martingales in Banach Spaces
• A Note on MT Operators
• On strongly orthogonal martingales in UMD Banach spaces
• Burkholder-Davis-Gundy inequalities in UMD Banach spaces

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