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Maximal Weak-Type Inequality for Orthogonal Harmonic Functions and Martingales

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Języki publikacji
EN
Abstrakty
EN
Assume that u, v are conjugate harmonic functions on the unit disc of C, normalized so that u(0)=v(0)=0. Let u∗, |v|∗ stand for the one- and two-sided Brownian maxima of u and v, respectively. The paper contains the proof of the sharp weak-type estimate... [formula]. Actually, this estimate is shown to be true in the more general setting of differentially subordinate harmonic functions defined on Euclidean domains. The proof exploits a novel estimate for orthogonal martingales satisfying differential subordination.
Słowa kluczowe
Rocznik
Strony
209--218
Opis fizyczny
Bibliogr. 19 poz.
Twórcy
  • Department of Mathematics, Informatics and Mechanics University of Warsaw Banacha 2 02-097 Warszawa, Poland
Bibliografia
  • [Ba] A. Baernstein, Some sharp inequalities for conjugate functions, Indiana Univ. Math. J. 27 (1978), 833–852.
  • [BW] R. Bañuelos and G. Wang, Sharp inequalities for martingales with applications to the Beurling–Ahlfors and Riesz transformations, Duke Math. J. 80 (1995), 575–600.
  • [BGS] D. L. Burkholder, R. F. Gundy and M. L. Silverstein, A maximal function characterization of the class Hp, Trans. Amer. Math. Soc. 157 (1971), 137–153.
  • [Bu1] D. L. Burkholder, One-sided maximal functions and Hp, J. Funct. Anal. 18 (1975), 429–454.
  • [Bu2] D. L. Burkholder, Differential subordination of harmonic functions and martingales, in: Harmonic Analysis and Partial Differential Equations (El Escorial, 1987), Lecture Notes in Math. 1384, Springer, Berlin, 1989, 1–23.
  • [Bu3] D. L. Burkholder, Sharp inequalities for martingales and stochastic integrals, in: Colloque Paul Lévy (Palaiseau, 1987), Astérisque 157–158 (1988), 75–94.
  • [C] C. Choi, A weak-type inequality for differentially subordinate harmonic functions, Trans. Amer. Math. Soc. 350 (1998), 2687–2696.
  • [D] B. Davis, On the weak (1; 1) inequality for conjugate functions, Proc. Amer. Math. Soc. 44 (1974), 307–311.
  • [DM] C. Dellacherie and P. A. Meyer, Probabilities and Potential B, North-Holland, Amsterdam, 1982.
  • [G] T. W. Gamelin, Uniform Algebras and Jensen Measures, Cambridge Univ. Press, London, 1978.
  • [Gr] L. Grafakos, Classical Fourier Analysis, 2nd ed., Springer, New York, 2008.
  • [J] P. Janakiraman, Best weak-type (p; p) constants, 1 _ p _ 2 for orthogonal harmonic functions and martingales, Illinois J. Math. 48 (2004), 909–921.
  • [K] A. N. Kolmogorov, Sur les fonctions harmoniques conjuguées et les séries de Fourier, Fund. Math. 7 (1925), 24–29.
  • [O] A. Osekowski, Sharp Martingale and Semimartingale Inequalities, IMPAN Monografie Mat. 72, Birkhäuser, Basel, 2012.
  • [Pe] K. E. Petersen, Brownian Motion, Hardy Spaces and Bounded Mean Oscillation, London Math. Soc. Lecture Note Ser. 28, Cambridge Univ. Press, Cambridge, 1977.
  • [Pi] S. K. Pichorides, On the best values of the constants in the theorems of M. Riesz, Zygmund and Kolmogorov, Studia Math. 44 (1972), 165–179.
  • [R] M. Riesz, Sur les fonctions conjuguées, Math. Z. 27 (1927), 218–244.
  • [S] E. M. Stein, Singular Integrals and Differentiability Properties of Functions, Princeton Univ. Press, Princeton, 1970.
  • [W] G. Wang, Differential subordination and strong differential subordination for continuous time martingales and related sharp inequalities, Ann. Probab. 23 (1995),
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-b7e9918a-fbd8-46c9-8f97-5456cfc27bdf
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