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arXiv · 1908.05937

Weighted L\'epingle inequality

Pavel Zorin-Kranich
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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.

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Pavel Zorin-Kranich. 2019-08-16. Weighted L\'epingle inequality. https://doi.org/10.3150/20-bej1194

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