Martingale Spaces and Inequalities

In the past twenty years, the Hp-BMO Theory on Rn has undergone a flourishing development, which should partly give the credit to the application of some martin­ gale idea and methods. It would be valuable to exhibit some examples concerning this point. As one of the key parts of Calder6n-Zygmund's real method which first appeared in the 50's, Calder6n-Zygmund Decomposition is exactly the so-called stopping time argument in nature which already existed in the Probability Theory early in the 30'