1. Arkin, V. I., Saksonov, M. T. Necessary optimality conditions in control problems for stochastic diferential equations. (English. Russian original) Sov. Math., Dokl. 20, 1-5 (1979)
2. translation from Dokl. Akad. Nauk SSSR 244, 11-15 (1979).
3. Boltyanskii V. G. Mathematical methods of optimal control. — M. : Nauka, 1969. (in Russian)
4. Davis M. Y., Burstein G. A deterministic approach in stochastic optimal control, with application to anticipative control. – Stochastics and Stochastics Reports. 1992, Vol.40, p. 203-256.
5. Egorov A. I. Fundamentals of control theory. — M.: FIZMATLIT, 2004. (in Russian)