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Multitime stochastic maximum principle on curvilinear integral actions

Based on stochastic curvilinear integrals in the Cairoli-Walsh sense and in the Itô-Udrişte sense, we develop an original theory regarding the multitime stochastic differential systems. The first group of the original results refer to the complete integrable stochastic differential systems, the path independent stochastic curvilinear integral, the Itô-Udrişte stochastic calculus rules, examples of path independent processes, and volumetric processes. The second group of original results include the multitime Itô-Udrişte product formula, first stochastic integrals and adjoint multitime stochastic Pfaff systems. Thirdly, we formulate and we prove a multitime maximum principle for optimal control problems based on stochastic curvilinear integral actions subject to multitime Itô-Udrişte process constraints. Our theory requires the Lagrangian and the Hamiltonian as stochastic 1-forms.