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Showing results 1-26 of 26

1 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 ;Volume 26.
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2 Harang, Fabian Andsem; Catellier, Rémi.
Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation. 2021
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3 Harang, Fabian Andsem; Lagunas, Marc; Ortiz-Latorre, Salvador.
Self-Exciting Multifractional Processes. Journal of Applied Probability 2021 ;Volume 58.(1) p. 22-41
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4 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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5 Harang, Fabian Andsem; Tindel, Samy.
Volterra Equations Driven by Rough Signals. Stochastic Processes and their Applications 2021
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6 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 ;Volume 18.(7) p. 1863-1890
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7 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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8 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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9 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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10 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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11 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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12 Harang, Fabian Andsem.
Volterra Equations Driven by Rough Signals. Seminar For Berlin Rough Paths Group; 2020-01-30
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13 Harang, Fabian Andsem; Bayer, Christian; Pigato, Paolo.
Log-modulated rough stochastic volatility models. 2020
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14 Harang, Fabian Andsem; Galeati, Lucio.
Regularization of multiplicative SDEs through additive noise. 2020
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15 Harang, Fabian Andsem; Ling, Chengcheng.
Regularity of Local times associated to Volterra-Lévy processes and path-wise regularization of stochastic differential equations. 2020
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16 Harang, Fabian Andsem; Mayorcas, Avi.
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17 Harang, Fabian Andsem; Perkowski, Nicolas.
C-infinity regularization of ODEs perturbed by noise. 2020
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18 Harang, Fabian Andsem.
A multi parameter sewing lemma, and applications. Seminar at NTNU Trondhiem; 2019-05-07 - 2019-05-07
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19 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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20 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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21 Harang, Fabian Andsem.
Volterra equations driven by rough signals. Berlin -Oxford meeting, WIAS Berlin; 2019-05-27 - 2019-05-29
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22 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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23 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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24 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. 2018
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25 Harang, Fabian Andsem.
Stability and Regularization of Stochastic Equations Driven by Fractional and Multifractional Noise. Universitetet i Oslo 2018 202 p. Series of dissertations submitted to the Faculty of Mathematics and Natural Sciences, University of Oslo.(2055)
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26 Harang, Fabian Andsem; Proske, Frank Norbert; Nilssen, Torstein Kastberg.
Girsanov Theorem for Multifractional Brownian Processes. 2017
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