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Weighted Lépingle inequality

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.

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Related contextAuthorshipTopic signalTopic signalWWeighted Lépingle inequalitypreprint / 2020APavel Zorin-KranichResearcherTmath.PR7239 worksTmath.CA2494 works
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Weighted Lépingle inequality

preprint / 2020

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