Fabian Harang

I am a professor of mathematics at BI Norwegian Business School, located in Oslo, Norway. I hold a Ph.D in Mathematics from the University of Oslo, where I specialized in stochastic analysis and financial mathematics.

My research is focused around various topics in the field of stochastic analysis and rough path theory, and applications of these theories towards risk management, finance and data science.

Together with Kurusch Ebrahimi Fard at NTNU Trondheim I am organizing a project called "Signatures for images" at the Centre of Advanced Studies (CAS) for the academic year 23/24. This project is funded by CAS and located at the Norwegian Academy for Sciences and Letters, see here for more information.

See also here for more information about the project.

Keywords: Rough Path theory, regularization by noise, stochastic analysis, signatures for images, financial mathematics, Risk management