2024
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1. |
Harang, Fabian Andsem. Signatures for Images. Workshop on Stochastics, Memory and Roughness 2024; 2024-01-17 - 2024-01-19 BI
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2023
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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. - BI
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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 BI UiO
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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 BI
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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. - NTNU BI
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2022
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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 UiO
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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 UiO
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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 UiO BI
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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 BI UiO
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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 UIA UiO
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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 UiO BI
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2021
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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 UiO
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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 UiO BI
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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 BI UiO
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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 BI UiO
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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. UiO
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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 UiO
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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 UiO
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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 UiO
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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. - UiO
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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 UiO
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2020
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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 UiO
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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 UiO
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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 UiO
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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 UiO
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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 UiO
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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 UiO
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28. |
Harang, Fabian Andsem. Volterra Equations Driven by Rough Signals. Seminar For Berlin Rough Paths Group; 2020-01-30 UiO
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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 BI UiO
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2019
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30. |
Harang, Fabian Andsem. A multi parameter sewing lemma, and applications. Seminar at NTNU Trondhiem; 2019-05-07 - 2019-05-07 UiO
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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 UiO
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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 UiO
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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 UiO
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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 UiO
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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 UiO
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2018
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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 UiO
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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) UiO
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