1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2024★ 1 cited
Fokker-Planck equations for McKean-Vlasov SDEs driven by fractional Brownian motion
Saloua Labed, Nacira Agram, Bernt Oksendal
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/…
math.OC2019
Singular optimal control of stochastic Volterra integral equations
Nacira Agram, Saloua Labed, Bernt Øksendal +1
This paper deals with optimal combined singular and regular controls for stochastic Volterra integral equations, where the solution X^{u,ξ}(t)=X(t) is given by X(t) =ϕ(t)+\int_{0}^…
math.OC2018
Reflected Advanced Backward Stochastic Differential Equations with Default
N. Agram, S. Labed, B. Mansouri +1
We are interested on reflected advanced backward stochastic differential equations (RABSDE) with default. By the predictable representation property and for a Lipschitz driver, we…