  This paper is the second part of our series of work to establish pointwise
second-order necessary conditions for stochastic optimal controls. In this
part, we consider the general cases, i.e., the control region is allowed to be
nonconvex, and the control variable enters into both the drift and the
diffusion terms of the control systems. By introducing four variational
equations and four adjoint equations, we obtain the desired necessary
conditions for stochastic singular optimal controls in the sense of
Pontryagin-type maximum principle.
