Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals

In this paper we prove the equivalence of decoupling inequalities for stochastic integrals and one-sided randomized versions of the UMD property of a Banach space as introduced by Garling.

     

A version of Burkholder's theorem for operator-weighted spaces

Let be an operator weight, i.e. a weight function taking values in the bounded linear operators on a Hilbert space . We prove that if the dyadic martingale transforms are uniformly bounded on for each dyadic grid in , then the Hilbert transform is bounded on as well, thus providing an analogue of Burkholder's theorem for operator-weighted -spaces. We also give a short new proof of Burkholder's theorem itself. Our proof is based on the decomposition of the Hilbert transform into ``dyadic shifts'.

     

B值拟终鞅型序列与Banach空间的几何特征

设（Ω，，Ｐ）是概率空间，Ｂ是Ｂａｎａｃｈ空间．本文引入了一类新的鞅型序列──（Ｂ值）拟终鞅型序列，并研究了它们的收敛性与Ｂａｎａｃｈ空间的Ｒａｄｏｎ－Ｎｉｋｏｄｙｍ性，一致光滑性和ＵＭＤ性的依赖关系．     

A note on operator‐valued Fourier multipliers on Besov spaces

Let X be a Banach space. We show that each m : ? \ {0} → L (X ) satisfying the Mikhlin condition sup_{x ≠0}(‖m (x )‖ + ‖xm ′(x )‖) < ∞ defines a Fourier multiplier on B ^s _p,q (?; X ) if and only if 1 < p < ∞ and X is isomorphic to a Hilbert space; each bounded measurable function m : ? → L (X ) having a uniformly bounded variation on dyadic intervals defines a Fourier multiplier on B ^s _p,q (?; X ) if and only if 1 < p < ∞ and X is a UMD space. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Continuous local martingales and stochastic integration in UMD Banach spaces

Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD Banach space valued processes. Here the authors use a (cylindrical) Brownian motion as an integrator. In this note we show how one can extend these results to the case where the integrator is an arbitrary real-valued continuous local martingale. We give several characterizations of integrability and prove a version of the Itô isometry, the Burkholder–Davis–Gundy inequality, the Itô formula and the martingale representation theorem.     

General non local boundary value problem for second order elliptic equation

In this paper we study a class of second order coefficient operators differential equation with general (possibly non local) boundary conditions. We obtain new results extending those given in a previous paper 1 . Existence, uniqueness and optimal regularity of the strict solution are proved in UMD spaces, using the well‐known Dore–Venni theorem.     

Kato's square root problem in Banach spaces

Let L be an elliptic differential operator with bounded measurable coefficients, acting in Bochner spaces Lp(Rn;X) of X -valued functions on Rn. We characterize Kato's square root estimates and the H^∞-functional calculus of L in terms of R-boundedness properties of the resolvent of L, when X is a Banach function lattice with the UMD property, or a noncommutative Lp space. To do so, we develop various vector-valued analogues of classical objects in Harmonic Analysis, including a maximal function for Bochner spaces. In the special case X=C, we get a new approach to the Lp theory of square roots of elliptic operators, as well as an Lp version of Carleson's inequality.     

On operator-valued Fourier multipliers

We give a simpler proof of a result on operator-valued Fourier multipliers on Lp([0,2π]d;X) using an induction argument based on a known result when d=1.     

UMD Banach spaces and square functions associated with heat semigroups for Schrödinger,Hermite and Laguerre operators

In this paper we define square functions (also called Littlewood‐Paley‐Stein functions) associated with heat semigroups for Schrödinger and Laguerre operators acting on functions which take values in UMD Banach spaces. We extend classical (scalar) ‐boundedness properties for the square functions to our Banach valued setting by using γ‐radonifying operators. We also prove that these ‐boundedness properties of the square functions actually characterize the Banach spaces having the UMD property.