# Fabian Andsem Harang

Førsteamanuensis - Institutt for samfunnsøkonomi

## Biografi

My research is mostly focused around various topics in the field of stochastic analysis, rough path theory, and applications these theories towards financial markets. I am currently very interested in regularization by noise phenomena, especially from a "pathwise" point of view. I am also actively working on projects related to Volterra rough paths, rough volatiltiy modelling, and generally the application of stochastic processes with memory in finance.

See my personal homepage for more information sites.google.com/view/fabian-a-harang/home

## Publikasjoner

Harang, Fabian Andsem & Ling, Chengcheng (2021)

### Regularity of Local Times Associated with Volterra–Lévy Processes and Path-Wise Regularization of Stochastic Differential Equations

Journal of theoretical probability Doi: 10.1007/s10959-021-01114-4 - Fulltekst i vitenarkiv

Harang, Fabian Andsem & Catellier, Rémi (2021)

### Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation

arXiv.org

Harang, Fabian Andsem & Tindel, Samy (2021)

### Volterra Equations Driven by Rough Signals

Stochastic Processes and their Applications Doi: 10.1016/j.spa.2021.08.001

Harang, Fabian Andsem & Benth, Fred Espen (2021)

### Infinite Dimensional Pathwise Volterra Processes Driven by Gaussian Noise -- Probabilistic Properties and Applications

Electronic Journal of Probability (EJP), 26 Doi: 10.1214/21-EJP683 - Fulltekst i vitenarkiv

Bayer, Christian; Harang, Fabian Andsem & Pigato, Paolo (2021)

### Log-modulated rough stochastic volatility models

SIAM Journal on Financial Mathematics, 12(3), s. 1257- 1284. Doi: 10.1137/20M135902X

Harang, Fabian Andsem (2020)

### Infinitely regularizing paths, and regularization by noise

[Academic lecture]. DNA seminar, Mathematics department, NTNU Trondheim.

Harang, Fabian Andsem (2020)

### C^\infty regularization of ODEs perturbed by noise

[Academic lecture]. Young researchers between geometry and stochastic analysis.

Harang, Fabian Andsem (2020)

### Volterra Equations driven by Rough Noise

[Academic lecture]. Seminar for Probability group at Université Nice-Sophia-Antipolis.

Harang, Fabian Andsem (2020)

### Volterra Equations Driven by Rough Signals

[Academic lecture]. Seminar For Berlin Rough Paths Group.

Harang, Fabian Andsem (2020)

### Infinitely regularising paths and regularisation by noise

[Academic lecture]. Oxford Stochastic Analysis and Mathematical Finance Seminar.

År | Akademisk institusjon | Grad |
---|---|---|

2018 | University of Oslo, Department of mathematics | Ph.D. |

År | Arbeidsgiver | Tittel |
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2021 - Present | BI Norwegian Business School | Associate Professor of Mathematics |

2019 - 2021 | University of Oslo | Postdoctor |