BibTeX

@ARTICLE{iumj2079,
    author = "H. Ishii and Paola Loreti",
     title = "A class of stochastic optimal control problems with state constraint",
   journal = "Indiana Univ. Math. J.",
  fjournal = "Indiana University Mathematics Journal",
    volume = 51,
      year = 2002,
     issue = 5,
     pages = "1167--1196",
      issn = "0022-2518",
     coden = "IUMJAB",
   mrclass = "",
}

amsrefs

\bib{iumj2079}{article}{
     author = {Ishii, H.},
     author = {Loreti, Paola},
      title = {A class of stochastic optimal control problems with state constraint},
    journal = {Indiana Univ. Math. J.},
     volume = {51},
       year = {2002},
     number = {5},
      pages = {1167 \ndash 1196},
}