Geodesic
The difference-differential problem of control by diffusion process
Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 1 (2008), pp. 121-126

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There are formulated and proved the maximum principle in the control problem for the difference-differential equation of diffusion. 
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G. G. Islamov; Yu. V. Kogan. The difference-differential problem of control by diffusion process. Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 1 (2008), pp. 121-126. http://geodesic.mathdoc.fr/item/VUU_2008_1_a6/