Publications
A. Goswami and N. Rana, A market resilient data-driven approach to option pricing, submitted, 2024. arxiv
Z. Brzeźniak, J. Jendrej and N. Rana, Wave maps in dimension 1+1 with an external forcing, submitted, 2024. arxiv
B. Gess, S. Kassing and N. Rana, Stochastic Modified Flows for Riemannian Stochastic Gradient Descent, SIAM J. Control Optim. (2024). arxiv
M. Gubinelli, M. Hofmanová and N. Rana, Decay of correlations in stochastic quantization: the exponential Euclidean field in two dimensions, Stoch. Partial Differ. Equ. Anal. Comput. (2024). arxiv
A. Gumber, N. Rana, J. Toft and R. Üster, Pseudo-differential calculi and entropy estimates with Orlicz modulation spaces, J. Funct. Anal. (2024) arxiv
F. Bechtold, F. A. Harang and N.Rana, Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation, Stoch. Partial Differ. Equ. Anal. Comput. (2024). arxiv
Z. Brzeźniak and N. Rana, Local solution to an energy critical 2-d stochastic wave equation with exponential non-linearity in a bounded domain, J. Differential Equations (2022). arxiv
A. Goswami, N. Rana and T. K. Siu, Regime switching optimal growth model with risk sensitive preferences, J. Math. Econom. (2022). arxiv
Z. Brzeźniak, B. Goldys, M. Ondreját and N. Rana, Large deviations for $(1+1)$-dimensional stochastic geometric wave equation, J. Differential Equations (2022). arxiv
J. Cardona, M. Hofmanová, T. Nilssen and N. Rana, Random dynamical system generated by the 3D Navier-Stokes equation with rough transport noise, Electron. J. Probab. (2022). arxiv
Z. Brzeźniak and N. Rana, Low regularity solutions to the stochastic geometric wave equation driven by a fractional Brownian sheet, C. R. Math. Acad. Sci. Paris (2020). arxiv
M. K. Das, A. Goswami and N. Rana, Risk sensitive portfolio optimization in a jump diffusion model with regimes, SIAM J. Control Optim. (2018). arxiv