Fabian Andsem Harang
Postdoctoral Fellow
-
Stochastic analysis, finance, insurance og risk
Norwegian version of this page
Email
fabianah@math.uio.no
Room
1004
Username
Visiting address
Moltke Moes vei 35
Niels Henrik Abels hus
0851 OSLO
Postal address
Postboks 1053 Blindern
0316 OSLO
Academic Interests
Rough Path Theory, Stochastic Differential Equations, Stochastic Partial Differential Equations, and applications to machine learning, biology, finance, and physiscs.
For more information, visit my website:
https://fabianharang.wixsite.com/minside
Background
Phd. Mathematics, University of Oslo. Supervisors: Frank Proske and Fred Espen Benth.
Publications
- 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 1744-2508.
- Amine, Oussama; Coffie, Emmanuel; Harang, Fabian Andsem & Proske, Frank Norbert (2018). A Bismut-Elworthy-Li Formula for Singular SDE's Driven by a Fractional Brownian Motion and Applications to Rough Volatility Modeling. arXiv.org. ISSN 2331-8422.
- Harang, Fabian Andsem (2018). An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi parameter Young fields. arXiv.org. ISSN 2331-8422.
- Harang, Fabian Andsem; Proske, Frank Norbert & Nilssen, Torstein Kastberg (2017). Girsanov Theorem for Multifractional Brownian Processes. arXiv.org. ISSN 2331-8422. Full text in Research Archive.
- Harang, Fabian Andsem (2018). Stability and Regularization of Stochastic Equations Driven by Fractional and Multifractional Noise. Series of dissertations submitted to the Faculty of Mathematics and Natural Sciences, University of Oslo.. 2055.
Published Apr. 25, 2016 2:24 PM
- Last modified June 21, 2019 11:10 AM