Gundy-Varopoulos martingale transforms and their projection operators on manifolds and vector bundles

鞅上一般算子的 Bellman 函数方法：任意正则滤波

Bellman function method for general operators on martingales: arbitrary regular filtrations

本文证明先前应用于 Gundy 外推定理向量值鞅的 Bellman 函数方法，可从特殊滤波假设推广至任意正则滤波。

Distributional inequalities for noncommutative martingales

We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include distributional versions of the noncommutative Stein, dual Doob, martingale transform and Burkholder-Gundy inequalities. Our proof relies upon new and powerful extrapolation theorems. As an application, we obtain some new martingale inequalities in symmetric quasi-Banach operator spaces and some interesting endpoint estimates. Our main approach demonstrates a me…

鞅上一般算子的Bellman函数方法

Bellman function method for general operators on martingales

本文将Bellman函数方法推广到鞅上一般算子（不限于鞅变换），构造单一Bellman型函数编码Gundy外推定理中几乎所有算子的$L^p$-有界性，并以Haar变换和Walsh系统的Rubio de Francia不等式相关算子为例加以说明。

Hardy-Stein identities and square functions for semigroups

We prove a Hardy-Stein type identity for the semigroups of symmetric, pure-jump Lévy processes. Combined with the Burkholder-Gundy inequalities, it gives the $L^p$ two-way boundedness, for $1<p<\infty$, of the corresponding Littlewood-Paley square function. The square function yields a direct proof of the $L^p$ boundedness of Fourier multipliers obtained by transforms of martingales of Lévy processes.

Bounded variation approximation of L_p dyadic martingales and solutions to elliptic equations

We prove continuity and surjectivity of the trace map onto $L_p$, from a space of functions of locally bounded variation, defined by the Carleson functional. The extension map is constructed through a stopping time argument. This extends earlier work by Varopoulos in the BMO case, related to the Corona theorem. We also prove $L_p$ Carleson approximability results for solutions to elliptic non-smooth divergence form equations, which generalize results in the case $p=\infty$ by Hofmann, Kenig, Mayboroda and Pipher.

Square functions for noncommutative differentially subordinate martingales

We prove inequalities involving noncommutative differentially subordinate martingales. More precisely, we prove that if $x$ is a self-adjoint noncommutative martingale and $y$ is weakly differentially subordinate to $x$ then $y$ admits a decomposition $dy=a +b +c$ (resp. $dy=z +w$) where $a$, $b$, and $c$ are adapted sequences (resp. $z$ and $w$ are martingale difference sequences) such that: $$ \Big\| (a_n)_{n\geq 1}\Big\|_{L_{1,\infty}({\mathcal M}\overline{\otimes}\ell_\infty)} +\Big\| \Big(\sum_{n\geq 1} \mathcal{E}_{n-1}|b_n|^2 \Big)^{{1}/{2}}\Big\|_{1, \infty} + \Big\| \Big(\sum_{n\geq 1…

Non-commutative martingale transforms

We prove that non-commutative martingale transforms are of weak type $(1,1)$. More precisely, there is an absolute constant $C$ such that if $\M$ is a semi-finite von Neumann algebra and $(\M_n)_{n=1}^\infty$ is an increasing filtration of von Neumann subalgebras of $\M$ then for any non-commutative martingale $x=(x_n)_{n=1}^\infty$ in $L^1(\M)$, adapted to $(\M_n)_{n=1}^\infty$, and any sequence of signs $(ε_n)_{n=1}^\infty$, $$\left\Vert ε_1 x_1 + \sum_{n=2}^N ε_n(x_n -x_{n-1}) \right\Vert_{1,\infty} \leq C \left\Vert x_N \right\Vert_1 $$ for $N\geq 2$. This generalizes a result of Burkholde…

Theory of H_p-spaces for continuous filtrations in von Neumann algebras

We introduce Hardy spaces for martingales with respect to continuous filtration for von Neumann algebras. In particular we prove the analogues of the Burkholder/Gundy and Burkholder/Rosenthal inequalities in this setting. The usual arguments using stopping times in the commutative case are replaced by tools from noncommutative function theory and allow us to obtain the analogue of the Feffermann-Stein duality and prove a noncommutative Davis decomposition.