activity
20172025
most citedDistribution dependent SDEs driven by additive continuous noise

14 citations · 40 across the 19 of their papers we have counts for

collaborators
Showing 2020Show all

6 papers · 1 filter

math.PR2020★ 4 cited

Pathwise Regularisation of Singular Interacting Particle Systems and their Mean Field Limits

Fabian Harang, Avi Mayorcas

We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addi…

math.PR2020

Regularization of multiplicative SDEs through additive noise

Lucio Galeati, Fabian A. Harang

We investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz require…

eess.SP2020

Hybrid Template Canonical Correlation Analysis Method for Enhancing SSVEP Recognition under data-limited Condition

Runfeng Miao, Li Zhang, Qiang Sun

In this study, an advanced CCA-based algorithn called hybrid template canonical correlation analysis (HTCCA) was proposed to improve the performance of brain-computer interface (BC…

math.PR2020★ 6 cited

Regularity of Local times associated to Volterra-Lévy processes and path-wise regularization of stochastic differential equations

Fabian A. Harang, Chengcheng Ling

We investigate the space-time regularity of the local time associated to Volterra-Lévy processes, including Volterra processes driven by -stable processes for . We sh…

math.PR2020

Infinite Dimensional Pathwise Volterra Processes Driven by Gaussian Noise -- Probabilistic Properties and Applications

Fred E. Benth, Fabian A. Harang

We investigate the probabilistic and analytic properties of Volterra processes constructed as pathwise integrals of deterministic kernels with respect to the Hölder continuous traj…

math.PR2020★ 13 cited

C-infinity regularization of ODEs perturbed by noise

Fabian A. Harang, Nicolas Perkowski

We study ODEs with vector fields given by general Schwartz distributions, and we show that if we perturb such an equation by adding an "infinitely regularizing" path, then it has a…