The following pages link to Nacira Agram (Q262020):
Displaying 35 items.
- Malliavin calculus and optimal control of stochastic Volterra equations (Q262021) (← links)
- Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- Correction to: ``Stochastic control of memory mean-field processes'' (Q1734290) (← links)
- A financial market with singular drift and no arbitrage (Q2037760) (← links)
- Mean-field backward stochastic differential equations and applications (Q2124504) (← links)
- Singular control of stochastic Volterra integral equations (Q2157866) (← links)
- Singular control of SPDEs with space-mean dynamics (Q2197196) (← links)
- On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems (Q2242924) (← links)
- Stochastic optimal control of McKean-Vlasov equations with anticipating law (Q2322297) (← links)
- Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
- A Maximum Principle for Infinite Horizon Delay Equations (Q2855137) (← links)
- A Hida–Malliavin white noise calculus approach to optimal control (Q4554053) (← links)
- Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386) (← links)
- Singular Control Optimal Stopping of Memory Mean-Field Processes (Q4624923) (← links)
- Optimal control of forward-backward stochastic Volterra equations (Q4686113) (← links)
- Mean-field FBSDE and optimal control (Q4986423) (← links)
- Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow (Q5034422) (← links)
- New approach to optimal control of stochastic Volterra integral equations (Q5087030) (← links)
- Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041) (← links)
- Mean-field optimal control problem of SDDES driven by fractional Brownian Motion (Q5122743) (← links)
- Dynamic risk measure for BSVIE with jumps and semimartingale issues (Q5379260) (← links)
- Model uncertainty stochastic mean-field control (Q5742383) (← links)
- Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control (Q6100504) (← links)
- SPDEs with space interactions and application to population modelling (Q6102336) (← links)
- Impulse control of conditional McKean-Vlasov jump diffusions (Q6151590) (← links)
- Optimal control of SPDEs driven by time-space Brownian motion (Q6512252) (← links)
- Fokker-Planck equation for McKean-Vlasov SPDEs driven by time-space Brownian sheet (Q6532699) (← links)
- Optimal stopping of conditional McKean-Vlasov jump diffusions (Q6577529) (← links)
- Installation of renewable capacities to meet emission targets and demand under uncertainty (Q6735607) (← links)
- A Kalman filter for linear systems driven by time-space Brownian sheet (Q6735719) (← links)
- Deep learning for quadratic hedging in incomplete jump market (Q6737101) (← links)
- SIG-BSDE for Dynamic Risk Measures (Q6739442) (← links)
- Fokker-Planck equations for McKean-Vlasov SDEs driven by fractional Brownian motion (Q6743985) (← links)
- Fokker-Planck equations for conditional McKean-Vlasov systems driven by Brownian sheets (Q6760265) (← links)
