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Viser treff 1-37 av 37

2024
1 Harang, Fabian Andsem.
Signatures for Images. Workshop on Stochastics, Memory and Roughness 2024; 2024-01-17 - 2024-01-19
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2023
2 Bechtold, Florian; Harang, Fabian Andsem; Rana, Nimit.
Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation. Stochastics and Partial Differential Equations: Analysis and Computations 2023 s. -
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3 Catellier, Rémi; Harang, Fabian Andsem.
Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation. Annales de l'I.H.P. Probabilites et statistiques 2023 ;Volum 59.(3) s. 1572-1609
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4 Harang, Fabian Andsem; Tindel, Samy; Wang, Xiaohua.
Volterra Equations Driven by Rough Signals 3: Probabilistic Construction of the Volterra Rough Path for Fractional Brownian Motions. Journal of theoretical probability 2023
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5 Mork, Knut Anton; Harang, Fabian Andsem; Trønnes, Haakon Andreas; Bjerketvedt, Vegard Skonseng.
Dynamic spending and portfolio decisions with a soft social norm. Journal of Economic Dynamics and Control 2023 ;Volum 151. s. -
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2022
6 Galeati, Lucio; Harang, Fabian Andsem.
Regularization of multiplicative SDEs through additive noise. The Annals of Applied Probability 2022 ;Volum 32.(5) s. 3930-3963
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7 Galeati, Lucio; Harang, Fabian Andsem; Mayorcas, Avi.
Distribution dependent SDEs driven by additive continuous noise. Electronic Journal of Probability (EJP) 2022 ;Volum 27. s. 1-38
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8 Galeati, Lucio; Harang, Fabian Andsem; Mayorcas, Avi.
Distribution dependent SDEs driven by additive fractional Brownian motion. Probability theory and related fields 2022 s. 1-59
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9 Harang, Fabian Andsem.
Pathwise regularization by noise for SDEs and SPDEs with multiplicative noise.. XIV Brazilian Workshop on Mathematics; 2022-01-17 - 2022-01-21
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10 Harang, Fabian Andsem; Nilssen, Torstein; Proske, Frank Norbert.
GIRSANOV THEOREM FOR MULTIFRACTIONAL BROWNIAN PROCESSES. Stochastics: An International Journal of Probability and Stochastic Processes 2022
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11 Harang, Fabian Andsem; Tindel, Samy; Wang, Xiaohua.
Volterra equations driven by rough signals 2: higher order expansions. Stochastics and Dynamics 2022
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2021
12 Bayer, Christian; Harang, Fabian Andsem; Pigato, Paolo.
Log-modulated rough stochastic volatility models. SIAM Journal on Financial Mathematics 2021 ;Volum 12.(3) s. 1257-1284
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13 Harang, Fabian Andsem.
Introduction to Rough Paths Theory. Rough path techniques in stochastic analysis and mathematical probability; 2021-11-24 - 2021-11-26
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14 Harang, Fabian Andsem.
Log-modulated fractional Brownian motion and super rough volatility.. 6th Berlin Workshop for Young Researchers on Mathematical Finance: 23-25.Aug.2021; 2021-08-23 - 2021-08-25
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15 Harang, Fabian Andsem.
Pathwise regularization by noise for SDEs and SPDEs with multiplicative noise. DNA Seminar; 2021-02-05 - 2021-02-05
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16 Harang, Fabian Andsem; Benth, Fred Espen.
Infinite Dimensional Pathwise Volterra Processes Driven by Gaussian Noise - Probabilistic Properties and Applications. Electronic Journal of Probability (EJP) 2021 ;Volum 26.
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17 Harang, Fabian Andsem; Catellier, Rémi.
Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation. arXiv.org 2021
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18 Harang, Fabian Andsem; Lagunas, Marc; Ortiz-Latorre, Salvador.
Self-Exciting Multifractional Processes. Journal of Applied Probability 2021 ;Volum 58.(1) s. 22-41
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19 Harang, Fabian Andsem; Ling, Chengcheng.
Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations. Journal of theoretical probability 2021
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20 Harang, Fabian Andsem; Perkowski, Nicolas.
C ∞ - regularization of ODEs perturbed by noise. Stochastics and Dynamics 2021 ;Volum 21.(8) s. -
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21 Harang, Fabian Andsem; Tindel, Samy.
Volterra Equations Driven by Rough Signals. Stochastic Processes and their Applications 2021 ;Volum 142. s. 34-78
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2020
22 Amine, Oussama; Coffie, Emmanuel; Harang, Fabian Andsem; Proske, Frank Norbert.
Bismut–Elworthy–Li formula, singular SDEs, fractional Brownian motion, Malliavin calculus, stochastic flows, stochastic volatility. Communications in Mathematical Sciences 2020 ;Volum 18.(7) s. 1863-1890
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23 Harang, Fabian Andsem.
Infinitely regularising paths and regularisation by noise. Oxford Stochastic Analysis and Mathematical Finance Seminar; 2020-05-25 - 2020-05-25
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24 Harang, Fabian Andsem.
An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields. Stochastics and Partial Differential Equations: Analysis and Computations 2020
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25 Harang, Fabian Andsem.
C^\infty regularization of ODEs perturbed by noise. Young researchers between geometry and stochastic analysis; 2020-02-11 - 2020-02-14
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26 Harang, Fabian Andsem.
Infinitely regularizing paths, and regularization by noise. DNA seminar, Mathematics department, NTNU Trondheim; 2020-12-02 - 2020-12-02
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27 Harang, Fabian Andsem.
Volterra Equations driven by Rough Noise. Seminar for Probability group at Université Nice-Sophia-Antipolis; 2020-01-07
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28 Harang, Fabian Andsem.
Volterra Equations Driven by Rough Signals. Seminar For Berlin Rough Paths Group; 2020-01-30
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29 Harang, Fabian Andsem; Mayorcas, Avi.
Pathwise regularisation of singular interacting particle systems and their mean field limits. Stochastic Processes and their Applications 2020 ;Volum 159. s. 499-540
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2019
30 Harang, Fabian Andsem.
A multi parameter sewing lemma, and applications. Seminar at NTNU Trondhiem; 2019-05-07 - 2019-05-07
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31 Harang, Fabian Andsem.
A Multiparameter Sewing Lemma with applications. Seminar at Purdue University, Indiana, USA; 2019-03-21 - 2019-03-21
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32 Harang, Fabian Andsem.
Differential Equations Driven by Variable Order Hölder Noise, and the Regularizing Effect of Delay. Stochastics: An International Journal of Probability and Stochastic Processes 2019
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33 Harang, Fabian Andsem.
Volterra equations driven by rough signals. Berlin -Oxford meeting, WIAS Berlin; 2019-05-27 - 2019-05-29
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34 Harang, Fabian Andsem.
Volterra equations driven by rough signals (2). CSA2019 - Conference in Stochastic Analysis - Risør; 2019-08-25 - 2019-08-30
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35 Lagunas Merino, Marc; Harang, Fabian Andsem; Ortiz-Latorre, Salvador.
Self-Exciting Multifractional Processes (SEM) Processes. Conference in Stochastic Analysis and Applications; 2019-08-25 - 2019-08-30
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2018
36 Amine, Oussama; Coffie, Emmanuel; Harang, Fabian Andsem; Proske, Frank Norbert.
A Bismut-Elworthy-Li Formula for Singular SDE's Driven by a Fractional Brownian Motion and Applications to Rough Volatility Modeling. arXiv.org 2018
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37 Harang, Fabian Andsem.
Stability and Regularization of Stochastic Equations Driven by Fractional and Multifractional Noise. Universitetet i Oslo 2018 202 s. Series of dissertations submitted to the Faculty of Mathematics and Natural Sciences, University of Oslo.(2055)
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