Probabilistic Approach to Fractional Integrals and the Hardy-Littlewood-Sobolev Inequality

Abstract

We give a short summary of Varopoulos' generalised Hardy-Littlewood-Sobolev inequality for self-adjoint $C_0$ semigroups and give a new probabilistic representation of the classical fractional integral operators on ${\mathbb{R}}^n$ as projections of martingale transforms. Using this formula we derive a new proof of the classical Hardy-Littlewood-Sobolev inequality based on Burkholder-Gundy and Doob's inequalities for martingales.