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

Beurling-Ahlfors transformdifferential subordinationdouble Riesz transform, Hilbert transformUMD Banach spaceweak differential subordinationzigzag-concave function

Mathematics Subject Classification ID

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

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)

• Even Fourier multipliers and martingale transforms in infinite dimensions
• Burkholder-Davis-Gundy inequalities in UMD Banach spaces
• Local characteristics and tangency of vector-valued martingales
• On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
• Martingale decompositions and weak differential subordination in UMD Banach spaces
• Bounds for partial derivatives: necessity of UMD and sharp constants
• A Note on MT Operators
• On strongly orthogonal martingales in UMD Banach spaces
• The Hilbert Transform and Orthogonal Martingales in Banach Spaces

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