1. Yu. M. Ermol'ev, Stochastic Programming Methods [in Russian], Nauka, Moscow (1976).
2. Yu. M. Ermol'ev, “On the optimal control of random processes,” Kibernetika, No. 2 (1976).
3. I. I. Gikhman and A. V. Skorokhod, Introduction to the Theory of Random Processes [in Russian], Nauka, Moscow (1977).
4. M. B. Nevel'son and R. Z. Khas'minskii, Stochastic Approximation and Recurrent Estimation [in Russian], Nauka, Moscow (1972).
5. A. Friedman, Partial Differential Equations of Parabolic Type [Russian translation], Mir, Moscow (1968).