Kunita–Watanabe inequality
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In stochastic calculus, the Kunita–Watanabe inequality is a generalization of the Cauchy–Schwarz inequality to integrals of stochastic processes. It was first obtained by Hiroshi Kunita and Shinzo Watanabe and plays a fundamental role in their extension of Ito's stochastic integral to square-integrable martingales.[1]