On square functions and Fourier multipliers for nonlocal operators
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🧮 math.PR
math.FA
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multipliersproofcitedirectevy-fourierextendformulafourier
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Using It\^o's formula for processes with jumps, we give a simple direct proof of the Hardy-Stein identity proved in \cite{BBL}. We extend the proof given in that paper to non-symmetric L\'evy-Fourier multipliers.
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