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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 It has been superseded by the theory of $\Gamma_2$ due to Bakry 1910, see also Bakry-Émery 1912, and Meyer 1908 reporting on Cowling's extension of Stein's work.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 1253

Keywords: Littlewood-Paley theory, Riesz transforms, Brownian motion, Inequalities, Harmonic functions, Singular integrals, Carré du champ, Infinitesimal generators, Semigroup theory

Nature: Original

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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 champ

Nature: Original

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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 champ

Nature: Original

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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

Comment: This paper was rediscovered by Varopoulos (

Keywords: Littlewood-Paley theory, Riesz transforms, Brownian motion, Inequalities, Harmonic functions, Singular integrals, Carré du champ, Infinitesimal generators, Semigroup theory

Nature: Original

Retrieve article from Numdam

XV: 10, 151-166, LNM 850 (1981)

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 (

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 champ

Nature: Original

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XX: 13, 162-185, LNM 1204 (1986)

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 $

Keywords: Littlewood-Paley theory, Semigroup theory, Riesz transforms, Stable processes, Inequalities, Singular integrals, Carré du champ

Nature: Original

Retrieve article from Numdam