14 citations · 40 across the 19 of their papers we have counts for
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math.PR2018
An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi parameter Young fields
Fabian A. Harang
This article extends the celebrated sewing lemma to multi-parameter fields on hyper cubes. We use this to construct Young integrals for multi-parameter Hölder fields on general dom…
math.PR2018★ 1 cited
A Bismut-Elworthy-Li Formula for Singular SDE's Driven by a Fractional Brownian Motion and Applications to Rough Volatility Modeling
Oussama Amine, Emmanuel Coffie, Fabian Harang +1
In this paper we derive a Bismut-Elworthy-Li type formula with respect to strong solutions to singular stochastic differential equations (SDE's) with additive noise given by a mult…
math.PR2018
Differential Equations Driven by Variable Order Hölder Noise, and the Regularizing Effect of Delay
Fabian A. Harang
In this article we extend the framework of rough paths to processes of variable Hölder exponent or variable order paths. We show how a class of multiple discrete delay differential…