# Fabian Andsem Harang

Associate Professor - Department of Economics

## Biography

My research is mostly focused around various topics in the field of stochastic analysis, rough path theory, and applications these theories towards economic modelling and financial markets. I am currently very interested in mean field equations and mean field games, and applications in modelling of economic growth. 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

### Area of Expertise

## Publications

Galeati, Lucio; Harang, Fabian Andsem & Mayorcas, Avi (2022)

### Distribution dependent SDEs driven by additive fractional Brownian motion

Probability theory and related fields, s. 1- 59. Doi: 10.1007/s00440-022-01145-w - Full text in research archive

Harang, Fabian Andsem; Tindel, Samy & Wang, Xiaohua (2022)

### Volterra equations driven by rough signals 2: higher order expansions

Stochastics and Dynamics Doi: 10.1142/S0219493723500028 - Full text in research archive

Galeati, Lucio; Harang, Fabian Andsem & Mayorcas, Avi (2022)

### Distribution dependent SDEs driven by additive continuous noise

Electronic Journal of Probability (EJP), 27, s. 1- 38. Doi: 10.1214/22-EJP756 - Full text in research archive

Harang, Fabian Andsem; Nilssen, Torstein & Proske, Frank Norbert (2022)

### GIRSANOV THEOREM FOR MULTIFRACTIONAL BROWNIAN PROCESSES

Stochastics: An International Journal of Probability and Stochastic Processes Doi: 10.1080/17442508.2022.2027948 - Full text in research archive

Harang, Fabian Andsem & Perkowski, Nicolas (2021)

### C ∞ - regularization of ODEs perturbed by noise

Stochastics and Dynamics, 21(8) Doi: 10.1142/S0219493721400104 - Full text in research archive

Harang, Fabian Andsem (2022)

### Pathwise regularization by noise for SDEs and SPDEs with multiplicative noise.

[Academic lecture]. XIV Brazilian Workshop on Mathematics.

Harang, Fabian Andsem (2021)

### Pathwise regularization by noise for SDEs and SPDEs with multiplicative noise

[Academic lecture]. DNA Seminar.

Harang, Fabian Andsem (2021)

### Log-modulated fractional Brownian motion and super rough volatility.

[Academic lecture]. 6th Berlin Workshop for Young Researchers on Mathematical Finance: 23-25.Aug.2021.

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.

Year | Academic Department | Degree |
---|---|---|

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

Year | Employer | Job Title |
---|---|---|

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

2019 - 2021 | University of Oslo | Postdoctor |