2Karatzas I.A class of singulax stochastic control problems[J].Adv.Appl.Prob,1983,15:225-254
3Doleans-Dada,Meyer P A.Integrales stochastiques par rapport aux martingales locales[J].Sem Probab Ⅳ,Lect Notes in Math.124,Berlin:Springer-Verlag,1970:77-107