Publications

Preprints/working papers:

1.  «On the Signature of and Image» - Kurusch Ebrahimi-Fard, Fabian Harang and Samy Tindel - ArXivindel - ArXiv 2024

2. «Pathwise regularization by noise for semilinear SPDEs driven by a multiplicative cylindrical Brownian motion» - Florian Bechtold and Fabian Harang - Arxiv 2023

3.  «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:

1. «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.

2. «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. 

3. «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. 

4. «Pathwise Regularisation of McKean--Vlasov Equations» -  Fabian Harang and Avi Mayorcas (uni. of Oxford) - Published in Stochastic Processes and Applications here (2023). 

5. «Regularization of multiplicative stochastic heat equation» -Rémi Catellier (Uni. of Nice), Fabian  Harang -  published in  Annals d'institute de Henri Poincare. 

6. «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.  

7. «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. 

8.  «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. 

9.  «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.

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.

11. «Regularization of multiplicative SDEs through additive noise» - Lucio Galeati (Uni. of Bonn) and Fabian Harang published in Annals of Applied Probability, 2022.

12.  «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. 

13.  «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. 

14.  «C^\infty Regularization of ODEs Through Perturbation of Noise» - Fabian Harang and Nicolas Perkowski (Freie University Berlin),  Published  in Stochastics & Dynamics, 2021. 

15.  «Volterra equations driven by rough signals» -  Fabian Harang and Samy Tindel (Purdue University), Published in Stochastic Processes and their Applications, 2021.

16.  «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. 

17.  «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.

18.  «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.  

19.  «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.