Regularity in an unusual variational problem

DOI10.1007/s00021-005-0163-9zbMath1113.49041OpenAlexW2049626071MaRDI QIDQ814402

Ivar Ekeland, Louis Nirenberg

Publication date: 7 February 2006

Published in: Journal of Mathematical Fluid Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00021-005-0163-9

zbMATH Keywords

Malliavin calculusvariational problemsmathematical financeRegularity

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Smoothness and regularity of solutions to PDEs (35B65) Regularity of solutions in optimal control (49N60) Stochastic calculus of variations and the Malliavin calculus (60H07)

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