1. Lectures on stochastic control;Bensoussan,1982
2. Theorie probabiliste du controle des diffusions;Bismut;Mem Amer Math. Soc.,1973
3. Controlled Diffusion Processes;Krylov,1980
4. Linear and Quasi-linear Equations of Parabolic Type;Ladyzenskaja,1968
5. Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients;Mao;Stochastic Process. Appl.,1995