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The purpose of this paper is to develop a new theory of gauges in mixed characteristic. Namely, let $k$ be a perfect field of characteristic $p>0$ and $W(k)$ the $p$-typical Witt vectors. Making use of Berthelot's arithmetic differential operators, we define for a smooth formal scheme $\mathfrak{X}$ over $W(k)$, a new sheaf of algebras $\widehat{\mathcal{D}}_{\mathfrak{X}}^{(0,1)}$ which can be considered a higher dimensional analogue of the (commutative) Dieudonne ring. Modules over this sheaf of algebras can be considered the analogue (over $\mathfrak{X}$) of the gauges of Ekedahl and Fontain-Jannsen. We show that modules over $\widehat{\mathcal{D}}_{\mathfrak{X}}^{(0,1)}$ admit all of the usual $\mathcal{D}$-module operations, and we prove a robust generalization of Mazur's theorem in this context. Finally, we show that an integral form of a mixed Hodge module of geometric origin admits, after a suitable $p$-adic completion, the structure of a module over $\widehat{\mathcal{D}}_{\mathfrak{X}}^{(0,1)}$. This allows us to prove a version of Mazur's theorem for the intersection cohomology and the ordinary cohomology of an arbitrary quasiprojective variety defined over a number field.