Nacira Agram

Bilde av Nacira Agram
English version of this page
Brukernavn
Besøksadresse Ullevål stadion Sognsveien 77 B 0855 OSLO
Postadresse Postboks 1053 Blindern 0316 OSLO
Emneord: Stokastisk analyse/Finans - forsikring og risiko, Matematikk

Publikasjoner

  • 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 Fulltekst i vitenarkiv.
  • 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 Vis sammendrag
  • Agram, Nacira (2016). Stochastic optimal control of McKean-Vlasov equations with anticipating law. arXiv.org.  ISSN 2331-8422. Vis sammendrag
  • 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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Publisert 16. sep. 2016 11:13 - Sist endret 31. jan. 2018 22:23