X: 10, 125-183, LNM 511 (1976)
MEYER, Paul-André
Démonstration probabiliste de certaines inégalités de Littlewood-Paley (4 talks) (
Applications of martingale theory,
Markov processes)
This long paper consists of four talks, suggested by E.M.~Stein's book
Topics in Harmonic Analysis related to the Littlewood-Paley theory, Princeton 1970. The classical Littlewood-Paley theory shows that the $L^p$ norm ($1<p<\infty$) of a function $f$ on $
R^n$ is equivalent to that of several kinds of non-linear functionals of $f$ called Littlewood-Paley functions, which are square roots of quadratic expressions involving the harmonic extension of $f$ to the half-space $
R^n\times
R_+$, and its derivatives. Using these equivalences, it is easy to prove that the Riesz transforms are bounded in~$L^p$. The classical theory is given a probabilistic interpretation, the L-P functions appearing as conditional expectations of functionals of a Brownian motion on the half-space, given its final position on the limit hyperplane, and then the L-P inequalities follow from the Burkholder inequalities of martingale theory. The original L-P theory concerned the unit disk; Stein had extended it to $
R^n$ and had started extending it to symmetric semigroups. Here a new tool is introduced, the squared-field operator (carré du champ) introduced by J.P.~Roth (
CRAS Paris, 278A, 1974, p.1103) in potential theory and by Kunita (
Nagoya M. J.,
36, 1969) in probability. This paper consists of 4 talks, and in the last one theorems 1' and 3 are false
Comment: This paper was rediscovered by Varopoulos (
J. Funct. Anal.,
38, 1980), and was then rewritten by Meyer in
1510 in a simpler form. Its main application has been to the Ornstein-Uhlenbeck semigroup in
1816. It has been superseded by the theory of $\Gamma_2$ due to Bakry
1910, see also Bakry-Émery
1912, and Meyer
1908 reporting on Cowling's extension of Stein's work. An erratum is given in
1253Keywords: Littlewood-Paley theory,
Riesz transforms,
Brownian motion,
Inequalities,
Harmonic functions,
Singular integrals,
Carré du champ,
Infinitesimal generators,
Semigroup theoryNature: Original
Retrieve article from Numdam
XII: 53, 741-741, LNM 649 (1978)
MEYER, Paul-André
Correction à ``Inégalités de Littlewood-Paley'' (
Applications of martingale theory,
Markov processes)
This is an erratum to
1010Keywords: Littlewood-Paley theory,
Carré du champ,
Infinitesimal generators,
Semigroup theoryNature: Correction Retrieve article from Numdam
XV: 10, 151-166, LNM 850 (1981)
MEYER, Paul-André
Retour sur la théorie de Littlewood-Paley (
Applications of martingale theory,
Markov processes)
The word ``original'' may be considered misleading, since this paper is essentially a re-issue of
1010 (see the corresponding review), with a slightly better pedagogy, and the correction of a mistake. Meanwhile, Varopoulos had independently rediscovered the subject (
J. Funct. Anal., 38, 1980)
Comment: See an application to the Ornstein-Uhlenbeck semigroup
1816, see
1818 for a related topic, and the report
1908 on Cowling's extension of Stein's work. Bouleau-Lamberton
2013 replace the auxiliary Brownian motion by a stable process to obtain further inequalities. In another direction, the subject is developed in the theory of $\Gamma_2$ due to Bakry
1910, see also Bakry-Émery
1912; a general account of this point of view in semigroup theory is given by Bakry in his 1992 Saint-Flour lectures (LN 1581)
Keywords: Littlewood-Paley theory,
Semigroup theory,
Riesz transforms,
Brownian motion,
Inequalities,
Harmonic functions,
Singular integrals,
Carré du champNature: Original Retrieve article from Numdam
XV: 11, 167-188, LNM 850 (1981)
BOULEAU, Nicolas
Propriétés d'invariance du domaine du générateur infinitésimal étendu d'un processus de Markov (
Markov processes)
The main result of the paper of Kunita (
Nagoya Math. J.,
36, 1969) showed that the domain of the extended generator $A$ of a right Markov semigroup is an algebra if and only if the angle brackets of all martingales are absolutely continuous with respect to the measure $dt$. See also
1010. Such semigroups are called here ``semigroups of Lebesgue type''. Kunita's result is sharpened here: it is proved in particular that if some non-affine convex function $f$ operates on the domain, then the semigroup is of Lebesgue type (Kunita's result corresponds to $f(x)=x^2$) and if the second derivative of $f$ is not absolutely continuous, then the semigroup has no diffusion part (i.e., all martingales are purely discontinuous). The second part of the paper is devoted to the behaviour of the extended domain under an absolutely continuous change of probability (arising from a multiplicative functional)
Keywords: Semigroup theory,
Carré du champ,
Infinitesimal generatorsNature: Original Retrieve article from Numdam
XX: 12, 131-161, LNM 1204 (1986)
BOULEAU, Nicolas;
HIRSCH, Francis
Propriété d'absolue continuité dans les espaces de Dirichlet et applications aux équations différentielles stochastiques (
Dirichlet forms,
Malliavin's calculus)
This is the main result of the ``Bouleau-Hirsch approach'' to absolute continuity in Malliavin calculus (see
The Malliavin calculus and related topics by D. Nualart, Springer1995). In the framework of Dirichlet spaces, a general criterion for absolute continuity of random vectors is established; it involves the image of the energy measure. This leads to a Lipschitzian functional calculus for the Ornstein-Uhlenbeck Dirichlet form on Wiener space, and gives absolute continuity of the laws of the solutions to some SDE's with coefficients that can be uniformly degenerate
Comment: These results are extended by the same authors in their book
Dirichlet Forms and Analysis on Wiener Space, De Gruyter 1991
Keywords: Dirichlet forms,
Carré du champ,
Absolute continuity of lawsNature: Original Retrieve article from Numdam
XX: 13, 162-185, LNM 1204 (1986)
BOULEAU, Nicolas;
LAMBERTON, Damien
Théorie de Littlewood-Paley et processus stables (
Applications of martingale theory,
Markov processes)
Meyer' probabilistic approach to Littlewood-Paley inequalities (
1010,
1510) is extended by replacing the underlying Brownian motion with a stable process. The following spectral multiplicator theorem is obtained: If $(P_t)_{t\geq 0}$ is a symmetric Markov semigroup with spectral representation $P_t=\int_{[0,\infty)}e^{-t\lambda} dE_{\lambda}$, and if $M$ is a function on $
R_+$ defined by $M(\lambda)=\lambda\int_0^\infty r(y)e^{-y\lambda}dy,$ where $r(y)$ is bounded and Borel on $
R_+$, then the operator $T_M=\int_{[0,\infty)}M(\lambda)dE_{\lambda},$ which is obviously bounded on $L^2$, is actually bounded on all $L^p$ spaces of the invariant measure, $1<p<\infty$. The method also leads to new Littlewood-Paley inequalities for semigroups admitting a carré du champ operator
Keywords: Littlewood-Paley theory,
Semigroup theory,
Riesz transforms,
Stable processes,
Inequalities,
Singular integrals,
Carré du champNature: Original Retrieve article from Numdam
