Fabian Andsem Harang
Doctoral Research Fellow
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Stochastic analysis, finance, insurance og risk
Norwegian version of this page
Email
fabianah@math.uio.no
Room
1030
Username
Visiting address
Ullevål stadion
Sognsveien 77 B
0855 OSLO
Postal address
Postboks 1053 Blindern
0316 OSLO
Other affiliations
Faculty of Mathematics and Natural Sciences
(Student)
Academic Interests
Rough Path theory, Mathematical Finance, Stochastic Partial Differential Equations, etc...
Background
Master in Mathematics, Stochastic Analysis, University of Oslo
Publications
- Harang, Fabian Andsem; Proske, Frank Norbert & Nilssen, Torstein Kastberg (2017). Girsanov Theorem for Multifractional Brownian Processes. arXiv.org. ISSN 2331-8422.
Published Apr. 25, 2016 2:24 PM
- Last modified June 15, 2018 8:42 PM