Fabian Andsem Harang
Postdoctoral Fellow

Risk and Stochastics
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 physics.
For more information, visit my website.
Background
Phd. Mathematics, University of Oslo. Supervisors: Frank Proske and Fred Espen Benth.
Publications
 Harang, Fabian Andsem & Catellier, Rémi (2021). Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation. arXiv.org. ISSN 23318422.
 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), s 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; Bayer, Christian & Pigato, Paolo (2020). Logmodulated rough stochastic volatility models. arXiv.org. ISSN 23318422. . doi: 10.2139/ssrn.3668973
 Harang, Fabian Andsem & Benth, Fred Espen (2020). Infinite Dimensional Pathwise Volterra Processes Driven by Gaussian Noise  Probabilistic Properties and Applications. 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
 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 & Tindel, Samy (2020). Volterra Equations Driven by Rough Signals. arXiv.org. ISSN 23318422.
 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
 Harang, Fabian Andsem; Lagunas, Marc & OrtizLatorre, Salvador (2019). SelfExciting Multifractional Processes. arXiv.org. ISSN 23318422.
 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 (2020). Infinitely regularising paths and regularisation by noise.
 Harang, Fabian Andsem (2020). C^\infty regularization of ODEs perturbed by noise.
 Harang, Fabian Andsem (2020). Infinitely regularizing paths, and regularization by noise.
 Harang, Fabian Andsem (2020). Volterra Equations Driven by Rough Signals.
 Harang, Fabian Andsem (2020). Volterra Equations driven by Rough Noise.
 Harang, Fabian Andsem (2019). A Multiparameter Sewing Lemma with applications.
 Harang, Fabian Andsem (2019). A multi parameter sewing lemma, and applications.
 Harang, Fabian Andsem (2019). Volterra equations driven by rough signals.
 Harang, Fabian Andsem (2019). Volterra equations driven by rough signals (2).
 Lagunas Merino, Marc; Harang, Fabian Andsem & OrtizLatorre, Salvador (2019). SelfExciting Multifractional Processes (SEM) Processes. Show summary
 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 Feb. 9, 2021 11:06 AM