\Bibitem{Nov84} \by A.~A.~Novikov \paper Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes \jour Mat. Zametki \yr 1984 \vol 35 \issue 3 \pages 455--471 \mathnet{http://mi.mathnet.ru/mzm5727} \mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=741812} \zmath{https://zbmath.org/?q=an:0561.60056|0541.60047} \transl \jour Math. Notes \yr 1984 \vol 35 \issue 3 \pages 241--249 \crossref{https://doi.org/10.1007/BF01139924} \isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1984TY55400015}