1. Linear Estimation and Stochastic Control;Davis,1977
2. Deterministic and Stochastic Optimal Control;Fleming,1975
3. Introductory Real Analysis;Kolmogorov,1970
4. Statistics of Random Processes;Liptser,1978
5. On the theory of stochastic equations in components of semimartingales;Mel'nikov;Math. USSR Sb.,1981