| regularization of ODEs perturbed by noise FA Harang, N Perkowski Stochastics and Dynamics 21 (08), 2140010, 2021 | 51 | 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 | 32 | 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 | 24 | 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 | 14 | 2023 |
| Distribution dependent SDEs driven by additive continuous noise L Galeati, FA Harang, A Mayorcas Electronic Journal of Probability 27, 1-38, 2022 | 14 | 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 12 …, 2024 | 9 | 2024 |
| 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 | 9 | 2021 |
| 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 |
| 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 | 3 | 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 Mathematics在 bath.ac.uk 的电子邮件经过验证
