Difference between revisions of "Delta Hölder inequality"

Theorem: Let $a,b \in \mathbb{T}$. For rd-continuous $f,g \colon [a,b]\cap\mathbb{T} \rightarrow \mathbb{R}$ we have $$\displaystyle\int_a^b |f(t)g(t)| \Delta t \leq \left( \displaystyle\int_a^b |f(t)|^p \Delta t \right)^{\frac{1}{p}} \left(\displaystyle\int_a^b |g(t)|^q \Delta t \right)^{\frac{1}{q}}$$ where $p>1$ and $q = \dfrac{p}{p-1}$.