2 papers
math.FA2025
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…
math.PR2025
Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach
Fabian Harang, Chengcheng Ling, Peter H. C. Pang
We establish the existence of weak solutions to a class of distribution-dependent stochastic differential equations (DDSDEs) with possibly degenerate multiplicative noise and singu…