I am currently teaching the coursess:
-Probability theory and statistics
My main research interests are optimal stochastic control and related areas, including backward stochastic differential equations, singular control and optimal stopping, both in finite and in infinite time horizon, and with applications, mainly to finance, insurance and optimal harvesting.
-Associate Editor of the journal Stochastic Analysis and Applications: https://www.tandfonline.com/toc/lsaa20/current
-Associate Editor of the journal Stochastics: https://www.tandfonline.com/toc/gssr20/current
-Associate Editor of the journal Afrika Matematika: https://www.springer.com/journal/13370
-Permanent reviewer for Mathematical Reviews
Article in journal (Refereed)
- Agram, N., Hilbert, A., Øksendal, B. (2020). Singular control of SPDEs with space-mean dynamics. Mathematical Control & Related Fields. 10. 425-441.
- Douissi, S., Agram, N., Hilbert, A. (2020). Mean-field optimal control problem of SDDES driven by fractional brownian motion. Probability and Mathematical Statistics. 40. 139-158.
- Agram, N., Choutri, S.E. (2020). Mean-field FBSDE and optimal control. Stochastic Analysis and Applications. 1-17.
- Agram, N. (2019). Dynamic risk measure for BSVIE with jumps and semimartingale issues. Stochastic Analysis and Applications. 37. 361-376.
- Agram, N., Oksendal, B. (2019). Model uncertainty stochastic mean-field control. Stochastic Analysis and Applications. 37. 36-56.
- Agram, N., Øksendal, B. (2019). Stochastic control of memory mean-field processes. Applied mathematics and optimization. 79. 181-204.
- Agram, N., Øksendal, B., Yakhlef, S. (2019). New approach to optimal control of stochastic Volterra integral equations. Stochastics : An International Journal of Probablitiy and Stochastic Processes. 91. 873-894.
- Agram, N., Oksendal, B. (2019). Mean-field stochastic control with elephant memory in finite and infinite time horizon. Stochastics : An International Journal of Probablitiy and Stochastic Processes. 91. 1041-1066.
- Agram, N., Bachouch, A., Oksendal, B., Proske, F. (2019). Singular Control Optimal Stopping of Memory Mean-Field Processes. SIAM Journal on Mathematical Analysis. 51. 450-468.
- Agram, N. (2019). Stochastic optimal control of McKean-Vlasov equations with anticipating law. Afrika Matematika. 30. 879-901.
- Agram, N., Øksendal, B. (2018). A Hida-Malliavin white noise calculus approach to optimal control. Infinite Dimensional Analysis Quantum Probability and Related Topics. 21.
- Agram, N., Engen Rose, E. (2018). Optimal control of forward–backward mean-field stochastic delayed systems. Afrika Matematika. 29. 149-174.
- Agram, N., Øksendal, B. (2015). Malliavin calculus and optimal control of stochastic Volterra equations. Journal of Optimization Theory and Applications. 167. 1070-1094.
- Agram, N., Øksendal, B. (2014). Infinite horizon optimal control of forward–backward stochastic differential equations with delay. Journal of Computational and Applied Mathematics. 259. 336-349.
- Agram, N., Haadem, S., Oksendal, B., Proske, F. (2013). A maximum principle for infinite horizon delay equations. SIAM Journal on Mathematical Analysis. 45. 2499-2522.
Conference paper (Refereed)
- Jeanblanc, M., Lim, T., Agram, N. (2017). Some existence results for advanced backward stochastic differential equations with a jump time. Enlargement of filtrations : Paris, FRANCE ; Zurich, SWITZERLAND, May 2-3, September 8-9, 2016. 88-110.
Manuscript (preprint) (Other academic)
- Agram, N., Haadem, S., Øksendal, B., Proske, F. Optimal stopping, randomized stopping and singular control with partial information flow.
- Agram, N., Oksendal, B. Introduction to White Noise, Hida-Malliavin Calculus and Applications.
- Agram, N., Hu, Y., Øksendal, B. Mean-field backward stochastic differential equations and applications.