going, for the state, from `x[i, j]` to `x[i, ii, k, j]` with - `i` and `ii` for `x in M(n, nn, K)` - `k = 1 or 2` depending on whether `K = R or C` - `j` for time grid NB. also useful to allow matrix valued control (see extdet examples)
going, for the state, from
x[i, j]tox[i, ii, k, j]withiandiiforx in M(n, nn, K)k = 1 or 2depending on whetherK = R or Cjfor time gridNB. also useful to allow matrix valued control (see extdet examples)