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For this, we introduce the notion of the progressively additive functional in the strong sense with time-reversible defining sets.Read more about accessing full-text Buy article Abstract Article info and citation First page References Abstract.Analysis, 2(1), 1967, 1-13 (requires JSTOR membership for download). 8. Probability theory and stochastic calculus Lecture 8 (Sunday).Math 735 Stochastic Analysis Fall 2014. The course will rely on modern integration theory.Variational analysis is at the heart of optimal control theory and the calculus of variation. Deterministic and stochastic optimal control: Springer-Verlag.