IUMJ

Title: Martingale transform and L\'evy processes on Lie groups

Authors: Rodrigo Banuelos and David Applebaum

Issue: Volume 63 (2014), Issue 4, 1109-1138

Abstract:

This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect to Haar measure) for $1<p<\infty$ are derived. On compact groups, these operators yield Fourier multipliers (in the Peter-Weyl sense) which include the second-order Riesz transforms, imaginary powers of the Laplacian, and new classes of multipliers obtained by taking the L\'evy process to have conjugate invariant laws. Multipliers associated with subordination of the Brownian motion on the group are special cases of this last class. These results extend (and the proofs simplify) those obtained in [R. Ba\~nuelos, A. Bielaszewski, and K. Bogdan, \textit{Fourier multipliers for non-symmetric L\'evy processes}, Marcinkiewicz Centenary Volume, Banach Center Publ., vol. 95, Polish Acad. Sci. Inst. Math., Warsaw, 2011, pp. 9--25],[R. Ba\~nuelos and K. Bogdan, \textit{L\'evy processes and Fourier multipliers}, J. Funct. Anal. \textbf{250} (2007), no. 1, 197--213], for the case of $\mathbb{R}^n$. An important feature of this work is the optimal nature of the $L^p$ bounds.