In this paper it ia shown that certain problems of optimal (feedback) control of stochastic systems can be reduced to an optimal control problem of a class of nonstandard distributed parameter systems (with controls appearing in the coefficients). Fixed time problems reduce to optimal control problems of distributed parameter system with Canchy condition and Markov time problems reduce to those with first boundary condition. (Il'In, Kalashnikov and Oleinik 1962, p. 40.)