E-LIB Suche - Ergebnisse für: Agram, Nacira

1

Impulse Control of Conditional McKean–Vlasov Jump Diffusion:

Agram, Nacira ; Pucci, Giulia ; Øksendal, Bernt
Journal of Optimization Theory and Applications. 200 (2024) 3 - p. 1100-1130 , 2024

Link: https://doi.org/10.1007/..

2

Deep learning for quadratic hedging in incomplete jump mark..:

Agram, Nacira ; Øksendal, Bernt ; Rems, Jan
Digital Finance. , 2024

Link: https://doi.org/10.1007/..

3

Optimal stopping of conditional McKean–Vlasov jump diffusio..:

Agram, Nacira ; Øksendal, Bernt
Systems & Control Letters. 188 (2024) - p. 105815 , 2024

Link: https://doi.org/10.1016/..

4

The Donsker delta function and local time for McKean–Vlasov..:

Agram, Nacira ; Øksendal, Bernt
Stochastics. , 2023

Link: https://doi.org/10.1080/..

5

Stochastic Fokker–Planck Equations for Conditional McKean–V..:

Agram, Nacira ; Øksendal, Bernt
SIAM Journal on Control and Optimization. 61 (2023) 3 - p. 1472-1493 , 2023

Link: https://doi.org/10.1137/..

6

Mean-field backward stochastic differential equations and a..:

Agram, Nacira ; Hu, Yaozhong ; Øksendal, Bernt
Systems & Control Letters. 162 (2022) - p. 105196 , 2022

Link: https://doi.org/10.1016/..

7

Singular Control of Stochastic Volterra Integral Equations:

Agram, Nacira ; Labed, Saloua ; Øksendal, Bernt.
Acta Mathematica Scientia. 42 (2022) 3 - p. 1003-1017 , 2022

Link: https://doi.org/10.1007/..

8

On a class of reflected backward stochastic Volterra integr..:

Agram, Nacira ; Djehiche, Boualem
Systems & Control Letters. 155 (2021) - p. 104989 , 2021

Link: https://doi.org/10.1016/..

9

A financial market with singular drift and no arbitrage:

Agram, Nacira ; Øksendal, Bernt
Mathematics and Financial Economics. 15 (2020) 3 - p. 477-500 , 2020

Link: https://doi.org/10.1007/..

10

Mean-field FBSDE and optimal control:

Agram, Nacira ; Choutri, Salah Eddine
Stochastic Analysis and Applications. 39 (2020) 2 - p. 235-251 , 2020

Link: https://doi.org/10.1080/..

11

Dynamic risk measure for BSVIE with jumps and semimartingal..:

Agram, Nacira
Stochastic Analysis and Applications. 37 (2019) 3 - p. 361-376 , 2019

Link: https://doi.org/10.1080/..

12

Model uncertainty stochastic mean-field control:

Agram, Nacira ; Øksendal, Bernt
Stochastic Analysis and Applications. 37 (2019) 1 - p. 36-56 , 2019

Link: https://doi.org/10.1080/..

13

Singular Control Optimal Stopping of Memory Mean-Field Proc..:

Agram, Nacira ; Bachouch, Achref ; Øksendal, Bernt.
SIAM Journal on Mathematical Analysis. 51 (2019) 1 - p. 450-468 , 2019

Link: https://doi.org/10.1137/..

14

Mean-field stochastic control with elephant memory in finit..:

Agram, Nacira ; Øksendal, Bernt
Stochastics. 91 (2019) 7 - p. 1041-1066 , 2019

Link: https://doi.org/10.1080/..

15

Stochastic optimal control of McKean–Vlasov equations with ..:

Agram, Nacira
Afrika Matematika. 30 (2019) 5-6 - p. 879-901 , 2019

Link: https://doi.org/10.1007/..