1. CJM Online first
|Sharp Localized Inequalities for Fourier Multipliers|
In the paper we study sharp localized $L^q\colon L^p$ estimates for Fourier multipliers resulting from modulation of the jumps of LÃ©vy processes. The proofs of these estimates rest on probabilistic methods and exploit related sharp bounds for differentially subordinated martingales, which are of independent interest. The lower bounds for the constants involve the analysis of laminates, a family of certain special probability measures on $2\times 2$ matrices. As an application, we obtain new sharp bounds for the real and imaginary parts of the Beurling-Ahlfors operator .
Keywords:Fourier multiplier, martingale, laminate
Categories:42B15, 60G44, 42B20
2. CJM 2000 (vol 52 pp. 92)
|A Stochastic Calculus Approach for the Brownian Snake |
We study the ``Brownian snake'' introduced by Le Gall, and also studied by Dynkin, Kuznetsov, Watanabe. We prove that It\^o's formula holds for a wide class of functionals. As a consequence, we give a new proof of the connections between the Brownian snake and super-Brownian motion. We also give a new definition of the Brownian snake as the solution of a well-posed martingale problem. Finally, we construct a modified Brownian snake whose lifetime is driven by a path-dependent stochastic equation. This process gives a representation of some super-processes.
Categories:60J25, 60G44, 60J80, 60J60