Abstract
We prove an estimate for weighted $p$th moments of the pathwise $r$-variation of a martingale in terms of the $A_{p}$ characteristic of the weight. The novelty of the proof is that we avoid real interpolation techniques.
Citation
Pavel Zorin-Kranich. "Weighted Lépingle inequality." Bernoulli 26 (3) 2311 - 2318, August 2020. https://doi.org/10.3150/20-BEJ1194
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