I am currently teaching the courses:
-Probability theory and statistics
My main research interests are optimal stochastic control with deep learning and related areas, including stochastic differential, integral and partial differential equations with memory and mean-field, backward stochastic differential equations, singular control and optimal stopping, and with applications, mainly to finance, insurance and biology.
-Associate Editor of the journal Stochastic Analysis and Applications
-Associate Editor of the journal Stochastics
-Associate Editor of the journal Afrika Matematika
-Permanent reviewer for Mathematical Reviews
Article in journal (Refereed)
- Agram, N., Choutri, S.E. (2021). Mean-field FBSDE and optimal control. Stochastic Analysis and Applications. 39. 235-251.
- 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., Hilbert, A., Øksendal, B. (2020). Singular control of SPDEs with space-mean dynamics. Mathematical Control & Related Fields. 10. 425-441.
- Agram, N., Oksendal, B. (2020). A financial market with singular drift and no arbitrage. Mathematics and Financial Economics. 1-24.
- 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., 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., 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. (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.