One Kind Of Discomposition Of Martingale And Its Application

In this paper, by using the idea of the regular decomposition of harmonic functions in [1], on one hand, we get the corresponding conclusion in Martingale Theory: a martingle satisfied certain conditions can be decomposed to the sum of a L1 martingale and a L0 martingale. Moreover, we extend the decomposition both in harmonic functions and in martingale to a certain degree, on the other hand, we obtain the conclusin that K1 can be decomposed to L1 L*.