3 citations · 4 across the 3 of their papers we have counts for
3 papers
math.PR2020★ 1 cited
Reflected Backward Stochastic Volterra Integral Equations and related time-inconsistent optimal stopping problems
Nacira Agram, Boualem Djehiche
We study solutions of a class of one-dimensional continuous reflected backward stochastic Volterra integral equations driven by Brownian motion, where the reflection keeps the solu…
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…
math.OC2018★ 3 cited
Singular control and optimal stopping of memory mean-field processes
Nacira Agram, Achref Bachouch, Bernt Øksendal +1
The purpose of this paper is to study the following topics and the relation between them: (i) Optimal singular control of mean-field stochastic differential equations with memory,…