Publikationer av Nacira Agram
Refereegranskade
Artiklar
[1]
N. Agram, B. Øksendal och J. Rems, "Deep learning for quadratic hedging in incomplete jump market," Digital Finance, 2024.
[2]
N. Agram, G. Pucci och B. Øksendal, "Impulse Control of Conditional McKean–Vlasov Jump Diffusions," Journal of Optimization Theory and Applications, vol. 200, no. 3, s. 1100-1130, 2024.
[3]
N. Agram och B. Øksendal, "Optimal stopping of conditional McKean–Vlasov jump diffusions," Systems & control letters (Print), vol. 188, 2024.
[4]
K. Makhlouf et al., "SPDEs with space interactions and application to population modelling," ESAIM : Control, Optimisation and Calculus of Variations, vol. 29, 2023.
[5]
N. Agram och B. Øksendal, "Stochastic Fokker-Planck equations for conditional McKean-Vlasov jump diffusions and applications to optimal control," SIAM Journal of Control and Optimization, vol. 61, no. 3, s. 1472-1493, 2023.
[6]
N. Agram och B. Øksendal, "The Donsker delta function and local time for McKean–Vlasov processes and applications," Stochastics : An International Journal of Probablitiy and Stochastic Processes, s. 1-18, 2023.
[7]
N. Agram, Y. Hu och B. oksendal, "Mean-field backward stochastic differential equations and applications," Systems & control letters (Print), vol. 162, 2022.
[8]
N. Agram et al., "Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow," Theory of Probability and its Applications, vol. 66, no. 4, s. 601-612, 2022.
[9]
N. Agram et al., "Singular Control Of Stochastic Volterra Integral Equations," Acta Mathematica Scientia, vol. 42, no. 3, s. 1003-1017, 2022.
[10]
N. Agram och B. Øksendal, "A financial market with singular drift and no arbitrage," Mathematics and Financial Economics, vol. 15, no. 3, s. 477-500, 2020.
[11]
N. Agram och S. E. Choutri, "Mean-field FBSDE and optimal control," Stochastic Analysis and Applications, vol. 39, no. 2, s. 235-251, 2020.
[12]
N. Agram, "Dynamic risk measure for BSVIE with jumps and semimartingale issues," Stochastic Analysis and Applications, vol. 37, no. 3, s. 361-376, 2019.
[13]
N. Agram och B. Øksendal, "Mean-field stochastic control with elephant memory in finite and infinite time horizon," Stochastics : An International Journal of Probablitiy and Stochastic Processes, vol. 91, no. 7, s. 1041-1066, 2019.
[14]
N. Agram och B. Øksendal, "Model uncertainty stochastic mean-field control," Stochastic Analysis and Applications, vol. 37, no. 1, s. 36-56, 2019.
[15]
N. Agram et al., "Singular Control Optimal Stopping of Memory Mean-Field Processes," SIAM Journal on Mathematical Analysis, vol. 51, no. 1, s. 450-468, 2019.
[16]
N. Agram, "Stochastic optimal control of McKean–Vlasov equations with anticipating law," Afrika Matematika, vol. 30, no. 5-6, s. 879-901, 2019.
[17]
N. Agram och B. Øksendal, "A Hida–Malliavin white noise calculus approach to optimal control," Infinite Dimensional Analysis Quantum Probability and Related Topics, vol. 21, no. 03, s. 1850014-1850014, 2018.
[18]
N. Agram, B. Øksendal och S. Yakhlef, "New approach to optimal control of stochastic Volterra integral equations," Stochastics : An International Journal of Probablitiy and Stochastic Processes, vol. 91, no. 6, s. 873-894, 2018.
[19]
N. Agram och E. E. Røse, "Optimal control of forward–backward mean-field stochastic delayed systems," Afrika Matematika, vol. 29, no. 1-2, s. 149-174, 2017.
[20]
M. Jeanblanc, T. Lim och N. Agram, "Some existence results for advanced backward stochastic differential equations with a jump time," ESAIM: Proceedings and Surveys, vol. 56, s. 88-110, 2017.
[21]
N. Agram och B. Øksendal, "Stochastic Control of Memory Mean-Field Processes," Applied mathematics and optimization, vol. 79, no. 1, s. 181-204, 2017.
[22]
N. Agram och B. Øksendal, "Malliavin Calculus and Optimal Control of Stochastic Volterra Equations," Journal of Optimization Theory and Applications, vol. 167, no. 3, s. 1070-1094, 2015.
[23]
N. Agram och B. Øksendal, "Infinite horizon optimal control of forward–backward stochastic differential equations with delay," Journal of Computational and Applied Mathematics, vol. 259, s. 336-349, 2014.
[24]
N. Agram et al., "A Maximum Principle for Infinite Horizon Delay Equations," SIAM Journal on Mathematical Analysis, vol. 45, no. 4, s. 2499-2522, 2013.
Icke refereegranskade
Övriga
[25]
N. Agram, A. Bakdi och B. Oksendal, "Deep Learning and Stochastic Mean-Field Control for a Neural Network Model," (Manuskript).
Senaste synkning med DiVA:
2024-11-21 00:14:10