The Definition And Related Properties Of K(lnK)～q And M(lnM)～q (q>0)

This paper at first defines two series of new spaces of martingales, we use some martingale theories such as martingale inequalities, Pubini theory and convergence theories, and so on to solve their connections with each other ,and obtain relevant properties , Furtherly to prove their connections with other known martingale spaces. At last, we extend the new martingale spaces above to more general martingale spaces, and obtain resemble properties of the new martingale spaces above by deep analysis and discussion.