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#1 2007-12-09 02:34:24

Pooly7
Guest

Square sum inequality

Hi,

I'm trying to understand a line of a book (Introduction to Stochastic Calculus with Applications, Fima C. Klebaner, p.97) :

Where is the inequality coming from ?
Thanks,

#2 2007-12-09 04:15:02

Pooly7
Guest

Re: Square sum inequality

I think I've got it :


So,

And just replace in the above equation.

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