鞅空间KInK和M的关系

The Connection of Martingale Spaces KlnK and M

文献[1]给出了KlnKM的关系,本文进一步指出在一定的条件下KlnK=M.由文献[2]可知鞅空间KlnK中的鞅可分解成自身空间中两个非负鞅的差,本文证明了鞅空间M不满足上述可分解性.

From artical [1], we know that KlnKcM, In this paper, we obtain that KlnK=M; In artical [2], it proves that KInK can be decomposed into the difference of two nonnegtive martingales which are still in KINK, in this paper, it proves that M don＇t satisfy the above decomposition.