I consider a (continuous) function $V \colon \mathbb{R}^n \to \mathbb{R}$ such that $V \geq 1$ and $\lim_{|x|\to +\infty} V(x)=+\infty$. Let $u$ be a measurable function on $\mathbb{R}^n$ such that $$\int V(x) |u(x)|^2 \, dx < \infty.$$
Let now $p>2$ be a real number. Under what (general) assumptions on $V$ and possibly on $u$ can we conclude that $$\int V(x) |u(x)|^p \, dx$$ is also finite?
It seems to me that some additional condition must be imposed, since $p>2$. I do not know how to use the condition that $V$ diverges at infinity (and maybe this condition is useless here). Any idea or suggestion?
The case $V \to 0$ at infinity seems to be more popular in the literature, but I am working in the opposite setting.
So thanks to @SmallDeviation we now know that the original proof does not work, you have to add supplementary conditions on the asymptotic behavior of $u$ since measurable functions are a very wide set of functions, there are critical errors. I have various ideas of condition but finding an explicit necessary and sufficient condition seems impossible.
Here is a suitable counterexample: $$V = \|x\| + 1$$ $$u = \sum_{n >0} n \cdot 1_{\left[n, n + \frac{1}{n^{4 +\epsilon}}\right]}$$ with $\epsilon >0$.
The end was pure garbage thus I suppressed it (I only leave my answer for the counter example, however $u \to 0$ is a cool condition to add