Kunita–Watanabe inequality (source code)

= Kunita–Watanabe inequality
{wiki=Kunita–Watanabe_inequality}

The Kunita–Watanabe inequality is a result in the theory of stochastic processes, specifically concerning martingales and stochastic integrals. It provides a bound on the expected value of the square of a stochastic integral, which is an integral with respect to a martingale or a more general stochastic process.