FA Harang, N Perkowski
Stochastics and Dynamics 21 (08), 2140010, 2021
50 2021 Distribution dependent SDEs driven by additive fractional Brownian motion L Galeati, FA Harang, A Mayorcas
Probability Theory and Related Fields 185 (1), 251-309, 2023
28 2023 Regularity of local times associated with Volterra–Lévy processes and path-wise regularization of stochastic differential equations FA Harang, C Ling
Journal of Theoretical Probability 35 (3), 1706-1735, 2022
23 2022 Regularization of multiplicative SDEs through additive noise L Galeati, FA Harang
The Annals of Applied Probability 32 (5), 3930-3963, 2022
19 2022 Volterra equations driven by rough signals FA Harang, S Tindel
Stochastic Processes and their Applications 142, 34-78, 2021
17 2021 Log-modulated rough stochastic volatility models C Bayer, FA Harang, P Pigato
SIAM Journal on Financial Mathematics 12 (3), 1257-1284, 2021
16 2021 A Bismut-Elworthy-Li formula for singular SDE's driven by a fractional Brownian motion and applications to rough volatility modeling O Amine, E Coffie, F Harang, F Proske
arXiv preprint arXiv:1805.11435, 2018
15 2018 Pathwise regularisation of singular interacting particle systems and their mean field limits FA Harang, A Mayorcas
Stochastic Processes and their Applications 159, 499-540, 2023
13 2023 Distribution dependent SDEs driven by additive continuous noise L Galeati, FA Harang, A Mayorcas
Electronic Journal of Probability 27, 1-38, 2022
12 2022 Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation R Catellier, FA Harang
Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 59 (3 …, 2023
11 2023 Non-linear young equations in the plane and pathwise regularization by noise for the stochastic wave equation F Bechtold, FA Harang, N Rana
Stochastics and Partial Differential Equations: Analysis and Computations, 1-41, 2023
9 2023 Volterra equations driven by rough signals 2: Higher-order expansions FA Harang, S Tindel, X Wang
Stochastics and Dynamics 23 (01), 2350002, 2023
8 2023 Infinite dimensional pathwise Volterra processes driven by Gaussian noise–Probabilistic properties and applications– FE Benth, FA Harang
Electronic Journal of Probability 26, 1-42, 2021
8 2021 An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields FA Harang
Stochastics and Partial Differential Equations: Analysis and Computations 9 …, 2021
7 2021 Girsanov theorem for multifractional Brownian processes F Harang, T Nilssen, F Proske
arXiv preprint arXiv:1706.07387, 2017
5 2017 Girsanov theorem for multifractional Brownian processes FA Harang, TK Nilssen, FN Proske
Stochastics 94 (8), 1137-1165, 2022
2 2022 A multiparameter Stochastic Sewing lemma and the regularity of local times associated to Gaussian sheets F Bechtold, FA Harang, H Kern
arXiv preprint arXiv:2307.11527, 2023
1 2023 Dynamic spending and portfolio decisions with a soft social norm KA Mork, FA Harang, HA Trønnes, VS Bjerketvedt
Journal of Economic Dynamics and Control 151, 104667, 2023
1 2023 On the Theory of Rough Paths, Fractional and Multifractional Brownian motion-with applications to finance FA Harang
1 2015 Volterra equations driven by rough signals 3: Probabilistic construction of the Volterra rough path for fractional Brownian motions F Harang, S Tindel, X Wang
Journal of Theoretical Probability 37 (1), 307-351, 2024
2024 
Avi MayorcasLecturer in MathematicsПотвърден имейл адрес: bath.ac.uk
