79 citations · 132 across the 25 of their papers we have counts for
4 papers · 1 filter
Universal approximation on non-geometric rough paths and applications to financial derivatives pricing
Fabian A. Harang, Fred Espen Benth, Fride Straum
We present a novel perspective on the universal approximation theorem for rough path functionals, introducing a polynomial-based approximation class. We extend universal approximat…
Structure-informed operator learning for parabolic Partial Differential Equations
Fred Espen Benth, Nils Detering, Luca Galimberti
In this paper, we present a framework for learning the solution map of a backward parabolic Cauchy problem. The solution depends continuously but nonlinearly on the final data, sou…
Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
Fred Espen Benth, Almut E. D. Veraart
This article surveys key aspects of ambit stochastics and remembers Ole E. Barndorff-Nielsen's important contributions to the foundation and advancement of this new research field…
Installation of renewable capacities to meet emission targets and demand under uncertainty
Nacira Agram, Fred Espen Benth, Giulia Pucci
This paper focuses on minimizing the costs related to renewable energy installations under emission constraints. We tackle the problem in three different cases. Assuming intervenin…