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References
M. FUJISAKI. On stochastic control of a Wiener process. J. Math. Kyoto University. 18–2 (1978) p. 229–238.
N. IKEDA and S. WATANABE. A comparison theorem for solutions of stochastic differential equations and its applications. Osaka J. Math. 14, 1977, p. 619–633.
R.S. LIPTZER and A.N. SHIRYAEV. Statistics of stochastic processes. Izd. Nauka, 1975.
M. YOR. Les filtrations de certaines martingales du mouvement brownien dans ℝn. Dans ce volume.
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Fujisaki, M. (1979). On the uniqueness of optimal controls. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XIII. Lecture Notes in Mathematics, vol 721. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0070892
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DOI: https://doi.org/10.1007/BFb0070892
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