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    • Mathematics PDF Available DOI: 10.3150/20-BEJ1194 Non-peer-reviewed Preprint

    Weighted L\'epingle inequality

    Pavel Zorin-Kranich  ·  Published 2019-08-16
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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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