On square functions with independent increments and Sobolev spaces on the line

Abstract: We prove a characterization of some $L^p$-Sobolev spaces involving the quadratic symmetrization of the Calder\'on commutator kernel, which is related to a square function with differences of difference quotients. An endpoint weak type estimate is established for functions in homogeneous Hardy-Sobolev spaces $\dot H^1_\alpha$. We also use a local version of this square function to characterize pointwise differentiability for functions in the Zygmund class.