Hardy-Stein identity for non-symmetric Levy processes and Fourier multipliers

[摘要] Using Ito's formula for processes with jumps, we extend the Hardy Stein identity proved in [7] to non-symmetric pure jump Levy processes and derive its martingale version. By a symmetrization argument for Littlewood-Paley functions, the L-P boundedness of Fourier multipliers arising from non-symmetric pure jump Levy processes is proved. (C) 2019 Elsevier Inc. All rights reserved.

[发布日期] 2019-12-01

[关键词] Ito's formula;Hardy-Stein identity;Littlewood-Paley square functions;Fourier multiplier