Chapter in Book

Mahmudov, N. I. Maximum Principle for Stochastic Discrete-Time Ito Equations , Brownian Motion: Elements, Dynamics and Applications, Chapter 6, Nova 2015.
Mahmudov, N. I. Controllability and observability of linear stochastic systems in Hilbert spaces. Progress in Probability, Stochastic Analysis and Related Topics, Birkhauser, 151-167, 2003..
Mahmudov, N. I.; Bashirov, A. E. First order and second order necessary conditions of optimality for stochastic systems. Statistics and control of stochastic processes (Moscow, 1995/1996), 283--295, World Sci. Publ., River Edge, NJ, 1997.
Makhmudov, N. I. General necessary optimality conditions for stochastic systems with controllable diffusion. (Russian) Statistics and control of random processes (Russian) (Preila, 1987), 135--138, "Nauka", Moscow, 1989.