2024
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1. |
Agram, Nacira; Pucci, Giulia; Øksendal, Bernt Karsten. Impulse Control of Conditional McKean–Vlasov Jump Diffusions. Journal of Optimization Theory and Applications 2024 p. - UiO
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2023
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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 UiO
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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 UiO
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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. - UiO
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2022
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5. |
Agram, Nacira; Hu, Yaozhong; Øksendal, Bernt Karsten. Mean-field backward stochastic differential equations and applications. Systems & control letters (Print) 2022 ;Volume 162. UiO
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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 UiO
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2021
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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 UiO
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2020
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8. |
Agram, Nacira; Øksendal, Bernt. A financial market with singular drift and no arbitrage. Mathematics and Financial Economics 2020 p. - UiO
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2019
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9. |
Agram, Nacira. Dynamic risk measure for BSVIE with jumps and semimartingale issues. Stochastic Analysis and Applications 2019 ;Volume 37.(3) p. 361-376 UiO
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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 UiO
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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 UiO
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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 UiO
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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 UiO
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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 UiO
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2018
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15. |
Agram, Nacira. Dynamic risk measure for BSVIE with jumps and semimartingale issues. arXiv.org 2018 UiO
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16. |
Agram, Nacira. Forward/backward stochastic Volterra integral equations and related topics. Seminar; 2018-03-26 UiO
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17. |
Agram, Nacira. Forward/backward stochastic Volterra integral equations and related topics. Seminar; 2018-04-18 UiO
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18. |
Agram, Nacira. Forward/backward stochastic Volterra integral equations and related topics. PhD gathering; 2018-03-06 UiO
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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 UiO
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20. |
Agram, Nacira. Mean-field BSDEs and their applications. Workshop; 2018-11-08 - 2018-11-09 UiO
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21. |
Agram, Nacira. Mean-field BSDEs and their applications. Conference; 2018-10-24 - 2018-10-27 UiO
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22. |
Agram, Nacira. Mean-field BSDEs and their applications. Conference; 2018-05-11 - 2018-06-15 UiO
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23. |
Agram, Nacira. Mean-field BSDEs and their applications. Seminar; 2018-05-09 UiO
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24. |
Agram, Nacira. Mean-Field Delayed BSDEs with Jumps. arXiv.org 2018 UiO
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25. |
Agram, Nacira. Mean-field systems. Workshop; 2018-06-06 - 2018-06-08 UiO
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26. |
Agram, Nacira. Model uncertainty stochastic mean-field control. Conference; 2018-12-18 - 2018-12-21 UiO
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27. |
Agram, Nacira. SPDEs with space-mean dynamics. Conference; 2018-08-28 UiO
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28. |
Agram, Nacira. Stochastic control for Volterra dynamics. Lecture; 2018-05-07 UiO
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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 UiO
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30. |
Agram, Nacira; Hilbert, Astrid; Øksendal, Bernt. SPDEs with Space-Mean Dynamics. arXiv.org 2018 UiO
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31. |
Agram, Nacira; Hu, Yaozhong; Øksendal, Bernt. Mean-field backward stochastic differential equations and applications. arXiv.org 2018 UiO
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32. |
Agram, Nacira; Labed, Saloua; Mansouri, Badreddine. Reflected Advanced Backward Stochastic Differential Equations with Default. arXiv.org 2018 UiO
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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 UiO
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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 UiO
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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 UiO
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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 UiO
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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 UiO
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2017
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38. |
Agram, Nacira; Douissi, Soukaina; Hilbert, Astrid. Mean-field optimal control problem of SDDE driven by fractional Brownian motion. arXiv.org 2017 UiO
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39. |
Agram, Nacira; Øksendal, Bernt. Stochastic control of memory mean-field processes. Applied Mathematics and Optimization 2017 p. 1-24 UiO
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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 UiO
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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 UiO
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2016
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42. |
Agram, Nacira. Stochastic optimal control of McKean-Vlasov equations with anticipating law. arXiv.org 2016 UiO
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43. |
Agram, Nacira; Øksendal, Bernt. Model Uncertainty Stochastic Mean-Field Control. arXiv.org 2016 UiO
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44. |
Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia. Optimal control of forward-backward stochastic Volterra equations. arXiv.org 2016 UiO
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