Preprints/working papers:
22) «On the Signature of and Image» - JKurusch Ebrahimi-Fard, Fabian Harang and Samy Tindel - ArXivindel - ArXiv 2024
21) «Pathwise regularization by noise for semilinear SPDEs driven by a multiplicative cylindrical Brownian motion» - Florian Bechtold and Fabian Harang - Arxiv 2023
20) «A multiparameter Stochastic Sewing lemma and the regularity of local times associated to Gaussian sheets» - Florian Bechtold, Fabian Harang and Hannes Kern
- Arxiv 2023
Published papers:
19) «Dynamic spending and portfolio decisions with a soft social norm» - Knut Anton Mork (BI norewegian Business School), Fabian Harang, Haakon Andreas Trønnes (NTNU) and Vegard Skonseng Bjerketvedt (NTNU). Published in «Journal of Economic Dynamics And Control», 2023. See here
18) «Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation» - Florian Bechtold (Bielefeld University), Fabian Harang, and Nimit Rana (Bielefeld University). Published in «Stochastic Partial Differential Equations: Analysis and Computation» 2023. See here
17) «Volterra equations driven by rough signals III: Construction of the Volterra rough path» - Fabian Harang, Samy Tindel (Purdue Uni.), and Xiaohua Wang (Purdue Uni.)- published in journal of theoretical probability 2023. See here
16) «Pathwise Regularisation of McKean--Vlasov Equations» - Fabian Harang and Avi Mayorcas (uni. of Oxford) - Published in Stochastic Processes and Applications here (2023). See here
15) «Regularization of multiplicative stochastic heat equation» -Rémi Catellier (Uni. of Nice), Fabian Harang - published in Annals d'institute de Henri Poincare. See Here
14) «Volterra equations driven by rough signals II: higher order expansions» - Fabian Harang, Samy Tindel (Purdue Uni.), and Xiaohua Wang (Purdue Uni.) - Published in Stochastics and dynamics, 2022. See here.
13) «Distribution dependent SDEs driven by additive continuous noise» - Lucio Galeati (Uni. Bonn), Fabian Harang and Avi Mayorcas (Uni. Oxford), Published in Electronic Journal of Probability, 27 (1-38). 2022. See here
12) «Distribution dependent SDEs driven by fractional Brownian motion with singular coefficients» - Lucio Galeati (Uni. Bonn), Fabian Harang and Avi Mayorcas (Uni. Oxford), Published in Probability Theory and Related Fields, 2022. See here
11) «Girsanov Theorem for Multifractional Brownian Processes» -Fabian A. Harang, Torstein K. Nilssen (TU Berlin), Frank Proske (Uni.Oslo), Published in Stochastics: an international journal in probability and stochastic processes, 2022, see here
10) «Log-modulated rough stochastic volatility models» - Christian Bayer (Weierstrass institute Berlin), Fabian Harang and Paolo Pigato (Uni. of Rome), Published in SIAM journal of Mathematical Finance, 2021. See here
9) «Regularization of multiplicative SDEs through additive noise» - Lucio Galeati (Uni. of Bonn) and Fabian Harang published in Annals of Applied Probability, 2022, see here
8) «Regularity of Local times associated to Volterra-Lévy processes and path-wise regularization of stochastic differential equations» - Fabian Harang and Chengcheng Ling (Uni. Bielefeld), Published in Journal of Theoretical Probability, 2021. See here
7) «Infinite Dimensional Pathwise Volterra Processes Driven by Gaussian Noise - Probabilistic Properties and Applications» - Fred E. Benth (Uni. of Oslo) and Fabian Harang, Published in Electronic Journal of Probability, 2021. See here
6) «C^\infty Regularization of ODEs Through Perturbation of Noise» - Fabian Harang and Nicolas Perkowski (Freie University Berlin), Published in Stochastics & Dynamics, 2021. See here
5) «Volterra equations driven by rough signals» - Fabian Harang and Samy Tindel (Purdue University), Published in Stochastic Processes and their Applications, 2021. See here
4) «Self Exciting Multi-fractional Brownian Processes» -Fabian A. Harang, Marc M. Legunas (Uni. Oslo), Salvador Latorre-Ortiz(Uni. Oslo), Published in Journal of Applied Probability, 2020. See here
3) «An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields» - Fabian Harang, Published in Stochastic partial differential equations; analysis and computations, 2020. See here
2) «Differential Equations Driven by Variable Order Hölder Noise, and the Regularizing Effect of Delay» - Fabian Harang, Published in Stochastics: an international journal in probability and stochastic processes, 2019. See here.
1) «A Bismut-Elworthy-Li Formula for Singular SDE’s Driven by a Fractional Brow-nian Motion and Applications to Rough Volatility Modeling» - Oussama Amine (Uni. Oslo), Emmanuel Coffie (Uni. Oslo), Fabian A. Harang, Frank Proske (Uni. Oslo), Published in Communications in Mathematical Sciences, 2019. See here