Nacira Agram

Image of Nacira Agram
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Visiting address Ullevål stadion Sognsveien 77 B 0855 OSLO
Postal address Postboks 1053 Blindern 0316 OSLO
Tags: Stochastic analysis and finance and insurance and risk, Mathematics

Publications

  • Agram, Nacira (2018). Mean-Field Delayed BSDEs with Jumps. arXiv.org.  ISSN 2331-8422.
  • Agram, Nacira; Øksendal, Bernt & Hu, Yaozhong (2018). Mean-field backward stochastic differential equations and applications. arXiv.org.  ISSN 2331-8422.
  • Agram, Nacira; Douissi, Soukaina & Hilbert, Astrid (2017). Mean-field optimal control problem of SDDE driven by fractional Brownian motion. arXiv.org.  ISSN 2331-8422.
  • Agram, Nacira & Røse, Elin Engen (2017). Optimal control of forward–backward mean-field stochastic delayed systems. Afrika Matematika.  ISSN 1012-9405.  29(1-2), s 149- 174 . doi: 10.1007/s13370-017-0532-6
  • Agram, Nacira & Øksendal, Bernt (2017). A Hida-Malliavin white noise calculus approach to optimal control. arXiv.org.  ISSN 2331-8422.
  • Agram, Nacira & Øksendal, Bernt (2017). Stochastic control of memory mean-field processes. Applied mathematics and optimization.  ISSN 0095-4616.  s 1- 24 . doi: 10.1007/s00245-017-9425-1 Full text in Research Archive.
  • Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2017). New approach to optimal control of stochastic Volterra integral equations. arXiv.org.  ISSN 2331-8422.
  • Jeanblanc, Monique; Agram, Nacira & Lim, Thomas (2017). Some existence results for advanced backward stochastic differential equations with a jump time. ESAIM: Proceedings and Surveys.  ISSN 2267-3059.  56, s 88- 110 . doi: 10.1051/proc/201756088 Show summary
  • Agram, Nacira (2016). Stochastic optimal control of McKean-Vlasov equations with anticipating law. arXiv.org.  ISSN 2331-8422. Show summary
  • Agram, Nacira & Øksendal, Bernt (2016). Model Uncertainty Stochastic Mean-Field Control. arXiv.org.  ISSN 2331-8422.
  • Agram, Nacira; Øksendal, Bernt & Yakhlef, Samia (2016). Optimal control of forward-backward stochastic Volterra equations. arXiv.org.  ISSN 2331-8422.

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Published Feb. 1, 2018 10:58 AM - Last modified Feb. 1, 2018 10:58 AM