Browsing Matematisk institutt by Author "Yakhlef, Samia"
Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia (Journal article / Tidsskriftartikkel / SubmittedVersion, 2019)We study optimal control of stochastic Volterra integral equations (SVIE) with jumps by using Hida-Malliavin calculus. We give conditions under which there exist unique solutions of such equations. Then we prove both a ...
Agram, Nacira; Labed, Saloua; Øksendal, Bernt Karsten; Yakhlef, Samia (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2022)