Lady Jane Grey wrote a farewell statement consisting of 3 lines (the first in Latin, the second in Greek and the third in English).
They translate as:
If Justice is done with my body, my soul will find mercy in God.
Death will give pain to my body for its sins, but the soul will be justified before God.
If my faults deserve punishment, my youth at least, and my imprudence were worthy of excuse; God and posterity will show me favour.
This statement can be found in the following:
Life of Lady Jane Grey and of Guildford Dudley her husband by Edward Baldwin
The Real Tudors: Kings and Queens Rediscovered by Charlotte Bolland and Tarnya Cooper
Lady Jane Grey by Hester W Chapman
Lady Jane Grey: Nine Day Queen of England by Faith Cook
The Nine Days’ Queen: Lady Jane Grey and Her Times by Richard Davey
Tales from the Tower of London by Daniel Diehl and Mark P Donnelly
Jane Grey Reine De 9 Jours (1537-1554) by Marguerite Fronville
Lady Jane Grey and Her Times by George Howard
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
The Accession Coronation and Marriage of Mary Tudor as related in four manuscripts of the Escorial translated by C V Malfatti
Lady Jane Grey: Nine Days Queen by Alison Plowden
Lives of the Tudor Princesses by Agnes Strickland
Crown of Blood: The Deadly Inheritance of Lady Jane Grey by Nicola Tallis
Children of England: The Heirs of King Henry VIII by Alison Weir
Innocent Traitor by Alison Weir