Nacira Agram

Available identifiers

zbMath Open agram.naciraMaRDI QIDQ262020

List of research outcomes

Publication	Date of Publication	Type
Impulse control of conditional McKean-Vlasov jump diffusions	2024-03-11	Paper
Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control	2023-06-22	Paper
SPDEs with space interactions and application to population modelling	2023-05-08	Paper
The Donsker delta function and local time for McKean-Vlasov processes and applications	2023-02-24	Paper
Optimal stopping of conditional McKean-Vlasov jump diffusions	2022-07-28	Paper
Singular control of stochastic Volterra integral equations	2022-07-22	Paper
New approach to optimal control of stochastic Volterra integral equations	2022-07-08	Paper
Mean-field stochastic control with elephant memory in finite and infinite time horizon	2022-07-08	Paper
Mean-field backward stochastic differential equations and applications	2022-04-11	Paper
Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow	2022-02-25	Paper
On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems	2021-11-10	Paper
A financial market with singular drift and no arbitrage	2021-07-08	Paper
Mean-field FBSDE and optimal control	2021-04-27	Paper
Pricing of European options in incomplete jump diffusion markets	2020-12-17	Paper
Mean-field optimal control problem of SDDES driven by fractional Brownian Motion	2020-09-24	Paper
Singular control of SPDEs with space-mean dynamics	2020-08-28	Paper
Stochastic Maximum Principle with Default	2020-01-06	Paper
Singular optimal control of stochastic Volterra integral equations	2019-09-18	Paper
Stochastic optimal control of McKean-Vlasov equations with anticipating law	2019-09-04	Paper
Dynamic risk measure for BSVIE with jumps and semimartingale issues	2019-05-28	Paper
Model uncertainty stochastic mean-field control	2019-05-14	Paper
Stochastic control of memory mean-field processes	2019-03-27	Paper
Correction to: ``Stochastic control of memory mean-field processes	2019-03-27	Paper
Introduction to White Noise, Hida-Malliavin Calculus and Applications	2019-03-07	Paper
Singular Control Optimal Stopping of Memory Mean-Field Processes	2019-02-20	Paper
A Hida–Malliavin white noise calculus approach to optimal control	2018-11-07	Paper
Optimal control of forward-backward stochastic Volterra equations	2018-10-09	Paper
Reflected Advanced Backward Stochastic Differential Equations with Default	2018-03-20	Paper
Some existence results for advanced backward stochastic differential equations with a jump time	2018-03-07	Paper
Optimal control of forward-backward mean-field stochastic delayed systems	2018-03-02	Paper
Mean-Field Delayed BSDEs with Jumps	2018-01-10	Paper
Malliavin calculus and optimal control of stochastic Volterra equations	2016-03-29	Paper
Mean-field delayed BSDEs in finite and infinite horizon	2015-09-29	Paper
Infinite horizon optimal control of forward-backward stochastic differential equations with delay	2015-06-17	Paper
A Maximum Principle for Infinite Horizon Delay Equations	2013-10-24	Paper

Research outcomes over time

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