本文主要研究了一类连续半鞅的极大不等式.利用伊藤公式和Lenglart控制定理,得到了它们的极大不等式,推广了文献[9]的主要结果.
In this article, we study the maximal inequalities for a kind of continuous semimartingales. By It formula and the Lenglart dominated theorem, we give the maximal inequalities for the continuous semimartingales. This result extends Theorem 1.1 in [9].