activity
20172025
most citedOn the signature of an image

1 citations · 2 across the 12 of their papers we have counts for

collaborators
Showing 2019Show all

2 papers · 1 filter

math.PR2019

Volterra Equations Driven by Rough Signals

Fabian A. Harang, Samy Tindel

This article is devoted to the extension of the theory of rough paths in the context of Volterra equations with possibly singular kernels. We begin to describe a class of two param…

math.PR2019

Self-Exciting Multifractional Processes

Fabian A. Harang, Marc Lagunas-Merino, Salvador Ortiz-Latorre

We propose a new multifractional stochastic process which allows for self-exciting behavior, similar to what can be seen for example in earthquakes and other self-organizing phenom…