Stochastic analysis and one minimization problem
We consider the problem of finding the form of a functional of an infinite-dimensional argument for which a certain given expression takes the minimum value for a fixed value of the parameter. The equation obtained for an unknown functional resembles equations with extended stochastic integral.
English version (Springer): Ukrainian Mathematical Journal 46 (1994), no. 11, pp 1735-1739.
Citation Example: Dorogovtsev A. A. Stochastic analysis and one minimization problem // Ukr. Mat. Zh. - 1994. - 46, № 11. - pp. 1568–1571.