Weighted square function estimates

Abstract

The paper contains the proof of $L^p$-weighted norm inequalities for both, martingales square functions and the classical square functions in harmonic analysis of Littlewood-Paley and Lusin. Furthermore, the bounds are completely explicit and are optimal not only on the dependence of the characteristics of the weight but also on the dependance on $p$, as $p\to \infty$. The proof rests on Bellman function method: the estimates are deduced from the existence of an appropriate and rather complicated function of four variables.

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