fabianah
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Academic Interests
Rough Path Theory, Stochastic Differential Equations, Stochastic Partial Differential Equations, and applications to machine learning, biology, finance, and physics.
For more information, visit my website.
Background
Phd. Mathematics, University of Oslo. Supervisors: Frank Proske and Fred Espen Benth.
Publications

Harang, Fabian Andsem & Ling, Chengcheng (2021). Regularity of Local Times Associated with Volterra–Lévy Processes and PathWise Regularization of Stochastic Differential Equations. Journal of theoretical probability. ISSN 08949840. doi: 10.1007/s10959021011144. Full text in Research Archive

Harang, Fabian Andsem & Catellier, Rémi (2021). Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation. arXiv.org. ISSN 23318422.

Harang, Fabian Andsem & Tindel, Samy (2021). Volterra Equations Driven by Rough Signals. Stochastic Processes and their Applications. ISSN 03044149. doi: 10.1016/j.spa.2021.08.001.

Harang, Fabian Andsem & Benth, Fred Espen (2021). Infinite Dimensional Pathwise Volterra Processes Driven by Gaussian Noise  Probabilistic Properties and Applications . Electronic Journal of Probability (EJP). ISSN 10836489. 26. doi: 10.1214/21EJP683. Full text in Research Archive

Bayer, Christian; Harang, Fabian Andsem & Pigato, Paolo (2021). Logmodulated rough stochastic volatility models. SIAM Journal on Financial Mathematics. ISSN 1945497X. 12(3), p. 1257–1284. doi: 10.1137/20M135902X.

Harang, Fabian Andsem; Lagunas, Marc & OrtizLatorre, Salvador (2021). SelfExciting Multifractional Processes. Journal of Applied Probability. ISSN 00219002. 58(1), p. 22–41. doi: 10.1017/jpr.2020.88.

Harang, Fabian Andsem & Mayorcas, Avi (2020). PATHWISE REGULARISATION OF SINGULAR INTERACTING PARTICLE SYSTEMS AND THEIR MEAN FIELD LIMITS . arXiv.org. ISSN 23318422.

Harang, Fabian Andsem & Perkowski, Nicolas (2020). Cinfinity regularization of ODEs perturbed by noise. arXiv.org. ISSN 23318422.

Harang, Fabian Andsem & Galeati, Lucio (2020). Regularization of multiplicative SDEs through additive noise. arXiv.org. ISSN 23318422.

Harang, Fabian Andsem & Ling, Chengcheng (2020). Regularity of Local times associated to VolterraLévy processes and pathwise regularization of stochastic differential equations. arXiv.org. ISSN 23318422. Show summary

Amine, Oussama; Coffie, Emmanuel; Harang, Fabian Andsem & Proske, Frank Norbert (2020). Bismut–Elworthy–Li formula, singular SDEs, fractional Brownian motion, Malliavin calculus, stochastic flows, stochastic volatility. Communications in Mathematical Sciences. ISSN 15396746. 18(7), p. 1863–1890. doi: 10.4310/CMS.2020.v18.n7.a3.

Harang, Fabian Andsem (2020). An extension of the sewing lemma to hypercubes and hyperbolic equations driven by multiparameter Young fields. Stochastics and Partial Differential Equations: Analysis and Computations. ISSN 21940401. doi: 10.1007/s40072020001845.

Harang, Fabian Andsem (2019). Differential Equations Driven by Variable Order Hölder Noise, and the Regularizing Effect of Delay. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 17442508. doi: 10.1080/17442508.2019.1602130.

Amine, Oussama; Coffie, Emmanuel; Harang, Fabian Andsem & Proske, Frank Norbert (2018). A BismutElworthyLi Formula for Singular SDE's Driven by a Fractional Brownian Motion and Applications to Rough Volatility Modeling. arXiv.org. ISSN 23318422.

Harang, Fabian Andsem; Proske, Frank Norbert & Nilssen, Torstein Kastberg (2017). Girsanov Theorem for Multifractional Brownian Processes. arXiv.org. ISSN 23318422. Full text in Research Archive

Harang, Fabian Andsem (2022). Pathwise regularization by noise for SDEs and SPDEs with multiplicative noise.

Harang, Fabian Andsem (2021). Pathwise regularization by noise for SDEs and SPDEs with multiplicative noise.

Harang, Fabian Andsem (2021). Introduction to Rough Paths Theory.

Harang, Fabian Andsem (2021). Logmodulated fractional Brownian motion and super rough volatility. .

Harang, Fabian Andsem (2020). Infinitely regularizing paths, and regularization by noise.

Harang, Fabian Andsem (2020). C^\infty regularization of ODEs perturbed by noise.

Harang, Fabian Andsem (2020). Volterra Equations driven by Rough Noise.

Harang, Fabian Andsem (2020). Volterra Equations Driven by Rough Signals.

Harang, Fabian Andsem (2020). Infinitely regularising paths and regularisation by noise.

Lagunas Merino, Marc; Harang, Fabian Andsem & OrtizLatorre, Salvador (2019). SelfExciting Multifractional Processes (SEM) Processes. Show summary

Harang, Fabian Andsem (2019). Volterra equations driven by rough signals (2).

Harang, Fabian Andsem (2019). Volterra equations driven by rough signals.

Harang, Fabian Andsem (2019). A multi parameter sewing lemma, and applications.

Harang, Fabian Andsem (2019). A Multiparameter Sewing Lemma with applications.

Harang, Fabian Andsem (2018). Stability and Regularization of Stochastic Equations Driven by Fractional and Multifractional Noise. Universitetet i Oslo. ISSN 15017710.
Published Apr. 25, 2016 2:24 PM
 Last modified Feb. 9, 2021 11:06 AM