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Showing results 1-44 of 44

2024
1 Agram, Nacira; Pucci, Giulia; Øksendal, Bernt Karsten.
Impulse Control of Conditional McKean–Vlasov Jump Diffusions. Journal of Optimization Theory and Applications 2024 p. -
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2023
2 Agram, Nacira; Øksendal, Bernt Karsten.
Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control. SIAM Journal of Control and Optimization 2023 ;Volume 61.(3) p. 1472-1493
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3 Agram, Nacira; Øksendal, Bernt Karsten; Proske, Frank Norbert; Tymoshenko, Olena.
Optimal control of SPDEs driven by time-space Brownian motion. arXiv.org 2023
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4 Makhlouf, K.; Agram, Nacira; Hilbert, A.; Øksendal, Bernt Karsten.
SPDEs with space interactions and application to population modelling. ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV) 2023 ;Volume 29. p. -
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2022
5 Agram, Nacira; Hu, Yaozhong; Øksendal, Bernt Karsten.
Mean-field backward stochastic differential equations and applications. Systems & control letters (Print) 2022 ;Volume 162.
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6 Agram, Nacira; Labed, Saloua; Øksendal, Bernt Karsten; Yakhlef, Samia.
Singular Control of Stochastic Volterra Integral Equations. Acta Mathematica Scientia 2022 ;Volume 42.(3) p. 1003-1017
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2021
7 Agram, Nacira; Haadem, Sven; Øksendal, Bernt Karsten; Proske, Frank Norbert.
Optimal stopping, randomized stopping and singular control with general information flow. Theory of Probability and its Applications 2021 ;Volume 66.(4) p. 760-773
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2020
8 Agram, Nacira; Øksendal, Bernt.
A financial market with singular drift and no arbitrage. Mathematics and Financial Economics 2020 p. -
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2019
9 Agram, Nacira.
Dynamic risk measure for BSVIE with jumps and semimartingale issues. Stochastic Analysis and Applications 2019 ;Volume 37.(3) p. 361-376
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10 Agram, Nacira; Bachouch, Achref; Øksendal, Bernt; Proske, Frank Norbert.
Singular control and optimal stopping of memory mean-field processes. SIAM Journal on Mathematical Analysis 2019 ;Volume 51.(1) p. 450-468
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11 Agram, Nacira; Hilbert, Astrid; Øksendal, Bernt.
Singular control of SPDEs with space-mean dynamics. Mathematical Control and Related Fields 2019
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12 Agram, Nacira; Øksendal, Bernt.
Mean-field stochastic control with elephant memory in infinite time horizon. Stochastics: An International Journal of Probability and Stochastic Processes 2019 ;Volume 91.(7) p. 1041-1066
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13 Agram, Nacira; Øksendal, Bernt.
Model uncertainty stochastic mean-field control. Stochastic Analysis and Applications 2019 ;Volume 37.(1) p. 36-56
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14 Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia.
New approach to optimal control of stochastic Volterra integral equations. Stochastics: An International Journal of Probability and Stochastic Processes 2019 ;Volume 91.(6) p. 873-894
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2018
15 Agram, Nacira.
Dynamic risk measure for BSVIE with jumps and semimartingale issues. arXiv.org 2018
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16 Agram, Nacira.
Forward/backward stochastic Volterra integral equations and related topics. Seminar; 2018-03-26
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17 Agram, Nacira.
Forward/backward stochastic Volterra integral equations and related topics. Seminar; 2018-04-18
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18 Agram, Nacira.
Forward/backward stochastic Volterra integral equations and related topics. PhD gathering; 2018-03-06
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19 Agram, Nacira.
Introduction on stochastic control for Lévy processes and applications to recursive utilities and dynamic risk measure. Spring School; 2018-04-21 - 2018-04-26
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20 Agram, Nacira.
Mean-field BSDEs and their applications. Workshop; 2018-11-08 - 2018-11-09
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21 Agram, Nacira.
Mean-field BSDEs and their applications. Conference; 2018-10-24 - 2018-10-27
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22 Agram, Nacira.
Mean-field BSDEs and their applications. Conference; 2018-05-11 - 2018-06-15
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23 Agram, Nacira.
Mean-field BSDEs and their applications. Seminar; 2018-05-09
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24 Agram, Nacira.
Mean-Field Delayed BSDEs with Jumps. arXiv.org 2018
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25 Agram, Nacira.
Mean-field systems. Workshop; 2018-06-06 - 2018-06-08
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26 Agram, Nacira.
Model uncertainty stochastic mean-field control. Conference; 2018-12-18 - 2018-12-21
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27 Agram, Nacira.
SPDEs with space-mean dynamics. Conference; 2018-08-28
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28 Agram, Nacira.
Stochastic control for Volterra dynamics. Lecture; 2018-05-07
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29 Agram, Nacira; Haadem, Sven; Øksendal, Bernt; Proske, Frank Norbert.
Optimal stopping, randomized stopping and singular control with partial information flow. arXiv.org 2018
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30 Agram, Nacira; Hilbert, Astrid; Øksendal, Bernt.
SPDEs with Space-Mean Dynamics. arXiv.org 2018
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31 Agram, Nacira; Hu, Yaozhong; Øksendal, Bernt.
Mean-field backward stochastic differential equations and applications. arXiv.org 2018
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32 Agram, Nacira; Labed, Saloua; Mansouri, Badreddine.
Reflected Advanced Backward Stochastic Differential Equations with Default. arXiv.org 2018
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33 Agram, Nacira; Røse, Elin Engen.
Optimal control of forward–backward mean-field stochastic delayed systems. Afrika Matematika 2018 ;Volume 29.(1-2) p. 149-174
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34 Agram, Nacira; Øksendal, Bernt.
A Hida-Malliavin white noise calculus approach to optimal control. Infinite Dimensional Analysis Quantum Probability and Related Topics 2018 ;Volume 21.(3) p. 1850014-1-1850014-21
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35 Agram, Nacira; Øksendal, Bernt.
Correction to: Stochastic Control of Memory Mean-Field Processes. Applied Mathematics and Optimization 2018 ;Volume 79.(1) p. 205-206
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36 Agram, Nacira; Øksendal, Bernt.
Mean-Field Stochastic Control with Elephant Memory in Finite and Infinite Time Horizon. arXiv.org 2018
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37 Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia.
Optimal control of forward-backward stochastic Volterra equations. I: Non-linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis: The Helge Holden Anniversary Volume. European Mathematical Society (EMS) Publishing House 2018 ISBN 978-3-03719-186-6. p. 3-36
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2017
38 Agram, Nacira; Douissi, Soukaina; Hilbert, Astrid.
Mean-field optimal control problem of SDDE driven by fractional Brownian motion. arXiv.org 2017
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39 Agram, Nacira; Øksendal, Bernt.
Stochastic control of memory mean-field processes. Applied Mathematics and Optimization 2017 p. 1-24
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40 Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia.
New approach to optimal control of stochastic Volterra integral equations. arXiv.org 2017 p. 1-22
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41 Jeanblanc, Monique; Agram, Nacira; Lim, Thomas.
Some existence results for advanced backward stochastic differential equations with a jump time. ESAIM: Proceedings and Surveys 2017 ;Volume 56. p. 88-110
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2016
42 Agram, Nacira.
Stochastic optimal control of McKean-Vlasov equations with anticipating law. arXiv.org 2016
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43 Agram, Nacira; Øksendal, Bernt.
Model Uncertainty Stochastic Mean-Field Control. arXiv.org 2016
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44 Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia.
Optimal control of forward-backward stochastic Volterra equations. arXiv.org 2016
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