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

DOI10.4064/SM170329-25-8MaRDI QIDQ4582003zbMATH OpenOpenAlexWikidataFDO

Authors Ivan Yaroslavtsev

Publication date 21 August 2018

Published in Studia Mathematica (Search for Journal in Brave)

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

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)

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.

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Cited in

(9)

• Bounds for partial derivatives: necessity of UMD and sharp constants
• On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
• Martingale decompositions and weak differential subordination in UMD Banach spaces
• Even Fourier multipliers and martingale transforms in infinite dimensions
• 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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