Shortly before her execution, Lady Jane Grey composed a prayer for her own use.
Her full prayer can be found in the following:
Lady Jane Grey: Nine Day Queen of England by Faith Cook
Lady Jane Grey and Her Times by George Howard
Literary Remains of Lady Jane Grey: With a Memoir of Her Life by Nicholas Harris Nicolas
Crown of Blood: The Deadly Inheritance of Lady Jane Grey by Nicola Tallis
Documents of Lady Jane Grey: Nine Days Queen of England 1553 by James D Taylor Jr
State Trials, 1 Mary, 1553 and others for High Treason
Extracts from her prayer can be found in the following:
Lady Jane Grey by Hester W Chapman
Silent But For The Word: Tudor Women as Patrons, Translators, and Writers of Religious Works edited by Margaret Patterson Hannay
Lady Jane Grey: A Tudor Mystery by Eric Ives
The Sisters Who Would Be Queen: The Tragedy of Mary, Katherine and Lady Jane Grey by Leanda de Lisle
The Nine Days Queen: A Portrait of Lady Jane Grey by Mary Luke
Lady Jane Grey and the House of Suffolk by Alison Plowden
Lady Jane Grey: Nine Days Queen by Alison Plowden
Lady Jane: From the screenplay by David Edgar by A C H Smith
Sovereign Ladies: The Six Reigning Queens of England by Maureen Waller
Children of England: The Heirs of King Henry VIII by Alison Weir
