Products and commutators of martingales in H₁ and BMO

DOI10.1016/J.MATPUR.2023.10.001MaRDI QIDQ6139823FDOQ6139823

Authors Aline Bonami, Yong Jiao, Guangheng Xie, Dachun Yang, Dejian Zhou

Publication date 19 December 2023

Published in Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2301.09392

commutator martingale Hardy space bilinear decomposition martingale BMO

Martingales with discrete parameter (60G42) Maximal functions, Littlewood-Paley theory (42B25) (H^p)-spaces (42B30) Commutators, derivations, elementary operators, etc. (47B47) Martingales and classical analysis (60G46)

Abstract: Let

f := (f_{n})_{n i n m a t h b b Z_{+}}

and

g := (g_{n})_{n i n m a t h b b Z_{+}}

be two martingales related to the probability space

(O m e g a, m a t h c a l F, m a t h b b P)

equipped with the filtration

(m a t h c a l F_{n})_{n i n m a t h b b Z_{+}} .

Assume that

f

is in the martingale Hardy space

H_{1}

and

g

is in its dual space, namely the martingale

m B M O .

Then the semi-martingale

f c d o t g := (f_{n} g_{n})_{n i n m a t h b b Z_{+}}

may be written as the sum

fcdot g=G(f, g)+L( f,g).

Here

L (f, g) := (L (f, g)_{n})_{n i n m a t h b b Z_{+}}

with

L (f, g)_{n} := s u m_{k = 0}^{n} (f_{k} - f_{k - 1}) (g_{k} - g_{k - 1)})

for any

n i n m a t h b b Z_{+}

, where

f_{- 1} := 0 = : g_{- 1}

. The authors prove that

L (f, g)

is a process with bounded variation and limit in

L^{1},

while

G (f, g)

belongs to the martingale Hardy-Orlicz space

H_{l o g}

associated with the Orlicz function

Phi(t):=frac{t}{log(e+t)},quad forall, tin[0,infty).

The above bilinear decomposition

L^{1} + H_{l o g}

is sharp in the sense that, for particular martingales, the space

L^{1} + H_{l o g}

cannot be replaced by a smaller space having a larger dual. As an application, the authors characterize the largest subspace of

H_{1}

, denoted by

H_{1}^{b}

with

b i n m B M O

, such that the commutators

[T, b]

with classical sublinear operators

T

are bounded from

H_{1}^{b}

to

L^{1}

. This endpoint boundedness of commutators allow the authors to give more applications. On the one hand, in the martingale setting, the authors obtain the endpoint estimates of commutators for both martingale transforms and martingale fractional integrals. On the other hand, in harmonic analysis, the authors establish the endpoint estimates of commutators both for the dyadic Hilbert transform beyond doubling measures and for the maximal operator of Ces`{a}ro means of Walsh--Fourier series.

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scientific article; zbMATH DE number 1054195 (Why is no real title available?)

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