Weighted Lépingle inequality

DOI10.3150/20-BEJ1194zbMATH Open1468.60053arXiv1908.05937MaRDI QIDQ2175002FDOQ2175002

Authors: Pavel Zorin-Kranich 

Publication date: 27 April 2020

Published in: Bernoulli (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1908.05937

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zbMATH Keywords

Burkholder-Davis-Gundy inequality\(p\)-variationMuckenhoupt \(A_p\) weight

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Maximal functions, Littlewood-Paley theory (42B25) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited In (5)

• Rough semimartingales and \(p\)-variation estimates for martingale transforms
• Title not available (Why is that?)
• Title not available (Why is that?)
• Rough invariance principle for delayed regenerative processes
• A martingale bound for the variation and analogue of the Muckenhoupt criterion for a weighted Poincaré inequality on \(\mathbb R\).

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