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.

 

 

Tags: Stochastic analysis and finance and insurance and risk

Publications

View all works in Cristin

  • 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 & Ortiz-Latorre, Salvador (2019). Self-Exciting Multifractional Processes (SEM) Processes.
  • 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 1501-7710.

View all works in Cristin

Published Apr. 25, 2016 2:24 PM - Last modified Feb. 9, 2021 11:06 AM