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.

Past:

- Structural Aspects of Signatures and Rough Paths - 28. Aug. - 1. September 2023 see here

- Rough Paths, Quantum Field Theory and Renormalization - 2.-3. October 2023 see here

20.-21. Oct. 2022 - "Rough paths, algebraic structures and machine learning" -Workshop at University of Agder, Kristiansand, Norway. webpage

1.-2. Dec. 2022 - "Stochastics and partial differential equations in macroeconomics" - Workshop at BI Norwegian Business School. Webpage

25-26. Nov. 2021 - "Rough path techniques in stochastic analysis and mathematical probability" - University of Oslo.

See webpage here

15.-19. June 2021 - "Young Researchers in between Geometry and Stochastic analysis" - Kristiansand and Online

See webpage here

Dec. 2020 - TMS and STORM Workshop: Rough paths and Stochastic partial differential equations, NTNU Trondheim (online).

Dec. 2019 - TMS and STORM Workshop: Algebraic and Analytic Perspectives in Rough Paths and Signatures, University of Oslo.

Aug. 2019 - Conference in Stochastic analysis and Applications (CSA2019), Risør, Norway

Feb. 2018 - Norwegian-Ukrainian Winter School in Probability,University of Oslo, Norway.

Autumn 2023/Spring 2023 Sabbatical - only research at CAS

Spring 2023 ELE3917 Stochastic Processes for Economics and Finance.

Autumn2022/Spring2023 EXC/MET 2910 Mathematics (BSc course)

Autumn2021/Spring2021 - EXC 2910 Mathematics (BSc course)

Autumn 2020 - MAT 4720 Stochastic analysis and Stochastic Differential Equations (MSc/PhD course)

Preprints/working papers:

Mathematics:

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

- «New interfaces for Stochastic Analsysis and Rough Paths" Banf International Research station - September 2022 (Hybrid).

- XIV Workshop in Mathematics, Brazilia, Invited speaker in Probability session, 17-22 January 2022.

- Berlin Workshop for Young Researchers on Mathematical Finance”, online, 23-25 Aug. 2021

- Seminar @ University of Oxford, England, (online), May 2021.

- CIRM Conference “Pathwise Stochastic Analysis and Applications”, hybrid Marseilles/online, March 2021.

- Seminar @ NTNU Trondheim, Norway, (online) February 2021.

“Young researcher in Geometry and Stochastics” workshop Feb. 2020,

- Seminar @ Technical University of Berlin/WIAS institute, Germany, January 2020.

- Seminar @ Universitè Nice-Sophia-Antipolis, France, January 2020.

- “6th Berlin/Oxford meeting for young researchers in stochastic analysis and applications” - Berlin, May 2019

- Seminar @ Purdue University, USA, March 2019.

- Seminar @ Humboldt University Berlin, Germany, February 2019.

- Seminar @ University of Oxford, England, October 2018

- “The 40th Conference on Stochastic Processes and their Applications - SPA2018” - Gothenburg, June 2018

- “FINEWSTOCH Networshop II”, Oslo, Oct. 2017

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