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Search: MSC category 60G46 ( Martingales and classical analysis )

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1. CMB 2010 (vol 54 pp. 113)

Hytönen, Tuomas P.
On the Norm of the Beurling-Ahlfors Operator in Several Dimensions
The generalized Beurling-Ahlfors operator $S$ on $L^p(\mathbb{R}^n;\Lambda)$, where $\Lambda:=\Lambda(\mathbb{R}^n)$ is the exterior algebra with its natural Hilbert space norm, satisfies the estimate $$\|S\|_{\mathcal{L}(L^p(\mathbb{R}^n;\Lambda))}\leq(n/2+1)(p^*-1),\quad p^*:=\max\{p,p'\}$$ This improves on earlier results in all dimensions $n\geq 3$. The proof is based on the heat extension and relies at the bottom on Burkholder's sharp inequality for martingale transforms.

Categories:42B20, 60G46

2. CMB 1999 (vol 42 pp. 321)

Kikuchi, Masato
Averaging Operators and Martingale Inequalities in Rearrangement Invariant Function Spaces
We shall study some connection between averaging operators and martingale inequalities in rearrangement invariant function spaces. In Section~2 the equivalence between Shimogaki's theorem and some martingale inequalities will be established, and in Section~3 the equivalence between Boyd's theorem and martingale inequalities with change of probability measure will be established.

Keywords:martingale inequalities, rearrangement invariant function spaces
Categories:60G44, 60G46, 46E30

3. CMB 1999 (vol 42 pp. 221)

Liu, Peide; Saksman, Eero; Tylli, Hans-Olav
Boundedness of the $q$-Mean-Square Operator on Vector-Valued Analytic Martingales
We study boundedness properties of the $q$-mean-square operator $S^{(q)}$ on $E$-valued analytic martingales, where $E$ is a complex quasi-Banach space and $2 \leq q < \infty$. We establish that a.s. finiteness of $S^{(q)}$ for every bounded $E$-valued analytic martingale implies strong $(p,p)$-type estimates for $S^{(q)}$ and all $p\in (0,\infty)$. Our results yield new characterizations (in terms of analytic and stochastic properties of the function $S^{(q)}$) of the complex spaces $E$ that admit an equivalent $q$-uniformly PL-convex quasi-norm. We also obtain a vector-valued extension (and a characterization) of part of an observation due to Bourgain and Davis concerning the $L^p$-boundedness of the usual square-function on scalar-valued analytic martingales.

Categories:46B20, 60G46

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