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A stochastic Carleson embedding theorem with constant $e$ and the vector of Riesz transforms

Year: 2026
Type: preprint
Abstract: We prove a continuous-time Carleson embedding theorem with constant $e$ for a system of square-integrable continuous martingales whose quadratic covariations mimic the generalised Cauchy--Riemann relations. The argument is based on a Bellman function and a multidimensional Itô formula. As an application we transfer the estimate to the upper half-space via the Gundy--Varopoulos representation and obtain a Carleson embedding, still with constant $e$, for the vector consisting of a function and its Riesz transforms in arbitrary dimension.
Language: English
Open Access status: green
OpenAlex ID: W7215088124
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