Geodesic
First order necessary optimal conditions in Gursat-Darboux stochastic systems
Dalʹnevostočnyj matematičeskij žurnal, Tome 21 (2021) no. 1, pp. 89-104

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For optimal control problems, described by the Gursat-Darboux stochastic system, a number of first-order necessary optimality conditions are formulated and proved, which are the stochastic analogue - the Pontryagin maximum principle, the linearized maximum principle and the Euler equation. 
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     title = {First order necessary optimal conditions in {Gursat-Darboux} stochastic systems},
     journal = {Dalʹnevosto\v{c}nyj matemati\v{c}eskij \v{z}urnal},
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     url = {http://geodesic.mathdoc.fr/item/DVMG_2021_21_1_a7/}
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R. O. Mastaliev. First order necessary optimal conditions in Gursat-Darboux stochastic systems. Dalʹnevostočnyj matematičeskij žurnal, Tome 21 (2021) no. 1, pp. 89-104. http://geodesic.mathdoc.fr/item/DVMG_2021_21_1_a7/