14 citations · 40 across the 19 of their papers we have counts for
3 papers · 1 filter
Dynamic spending and portfolio decisions with a soft social norm
Knut Anton Mork, Fabian Andsem Harang, Haakon Andreas Trønnes +1
We explore the implications of a preference ordering for an investor-consumer with a strong preference for keeping consumption above an exogenous social norm, but who is willing to…
Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation
Florian Bechtold, Fabian A. Harang, Nimit Rana
We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this e…
Volterra equations driven by rough signals 3: Probabilistic construction of the Volterra rough path for fractional Brownian motions
Fabian Harang, Samy Tindel, Xiaohua Wang
Based on the recent development of the framework of Volterra rough paths, we consider here the probabilistic construction of the Volterra rough path associated to the fractional Br…