Geodesic
On control of diffusion processes on a surface in Euclidean space
Sbornik. Mathematics, Tome 65 (1990) no. 1, pp. 185-203 Cet article a éte moissonné depuis la source Math-Net.Ru

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Controlled diffusion processes that begin on some hypersurface and stay on it always are considered in Euclidean space. Such a situation includes controlled diffusion processes in the whole space. The results thus make sense for this case, and it turns out that even then they are stronger in many respects than previously known results. Another new element here is differentiation in the space of strategies, implemented by introducing auxiliary parameters. Bibliography: 6 titles. 
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N. V. Krylov. On control of diffusion processes on a surface in Euclidean space. Sbornik. Mathematics, Tome 65 (1990) no. 1, pp. 185-203. http://geodesic.mathdoc.fr/item/SM_1990_65_1_a9/

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[2] Krylov N. V., “Ob upravlenii diffuzionnym protsessom do momenta pervogo vykhoda iz oblasti”, Izv. AN SSSR. Ser. matem., 45 (1981), 1029–1048 | MR | Zbl

[3] Krylov N. V., Upravlyaemye protsessy diffuzionnogo tipa, Nauka, M., 1977 | MR

[4] Lions P. L., Optimal control of diffusion processes and Hamilton–Jacobi–Bellman equations. III – Regularity of the optimal cost function, Nonlinear PDE and applications, Collège de France Seminar. V. V, Pitman, London, 1984 | MR | Zbl

[5] Krylov N. V., “Ob upravlyaemykh diffuzionnykh protsessakh s neogranichennymi koeffitsientami”, Izv. AN SSSR. Ser. matem., 45 (1981), 734–759 | MR | Zbl

[6] Krylov N. V., “Nekotorye novye rezultaty iz teorii upravlyaemykh diffuzionnykh protsessov”, Matem. sb., 109(151) (1979), 146–164 | MR | Zbl