On a class of Calderón-Zygmund operators arising from projections of martingale transforms

Abstract

We prove that a large class of operators, which arise as the projections of martingale transforms of stochastic integrals with respect to Brownian motion, as well as other closely related operators, are in fact Calderón--Zygmund operators. Consequently, such operators are not only bounded on $L^p$, $1<p<\infty$, but also satisfy weak-type inequalities. Unlike the boundedness on $L^p,$ which can be obtained directly from the Burkholder martingale transform inequalities, the weak-type estimates do not follow from the corresponding martingale results.