Conditioned Brownian motion and multipliers into \(SL^\infty\)

DOI10.1007/s00039-004-0460-0zbMath1059.43002OpenAlexW2062563202MaRDI QIDQ1889812

Peter W. Jones, Paul F. X. Müller

Publication date: 13 December 2004

Published in: Geometric and Functional Analysis. GAFA (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00039-004-0460-0

zbMATH Keywords

Itô formulamultiplierconditioned Brownian motionLittlewood Paley functionmartingale square function

Mathematics Subject Classification ID

Maximal functions, Littlewood-Paley theory (42B25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Hilbert spaces of continuous, differentiable or analytic functions (46E20) Martingales and classical analysis (60G46) (L^p)-spaces and other function spaces on groups, semigroups, etc. (43A15)

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