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Yong} and \\textit{X. Y. Zhou} Stochastic controls. Hamiltonian systems and HJB equations. New York, NY: Springer (1999; Zbl 0943.93002), 353--354]), and it is more flexible for the case of general filtration without using the martingale representation theorem. Section 3 is addressed to the well-posedness of the linear equation \\(dy(t)= f(t)dt+Y(t)dw(t)\\) and Section 4 to the well-posedness of the semilinear equation. 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