Fabian Harang

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions
Journal of Theoretical Probability
2024-04-02Paper
Bismut-Elworthy-Li formula, singular SDEs, fractional Brownian motion, Malliavin calculus, stochastic flows, stochastic volatility
Communications in Mathematical Sciences
2021-05-03Paper
On the signature of an image
(available as arXiv preprint)
N/APaper


Research outcomes over time


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