| The aim of this paper is to investigate the dual space of klnk and its relevant properties, furtherly to solve its connections with other martingale spaces. For this reason, utilizing a special funtional space-Orlicz space and classical inequality, such as Young inequality, Holder inequality and so on.I discuss application of N-function in martingale space and commit myself to construct such kind of martingale spaces as L*M;In this paper, I am devoted to study Me and its equivalent definition-Me , and furthermore elucidate its connections with other martingale spaces.Based on which, I investigate the linear functional defined in L*M, and what's more solve their relations among L*M. |
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