The construction of the program control with probability one for   stochastic dynamic systems with jumps
  Investigate the stochastic dynamic non-linear system with the Wiener and the Poisson perturbations. For such systems we construct the program control with probability one, which allows this system to move on the given trajectory. In this case the control program is solution of the algebraic system of linear equations. Considered algorithm is based on the first integral theory for stochastic differential equations system. 
Elena Karachanskaya
math.DS