Nimit Rana

Search results

• 2024

  A market resilient data-driven approach to option pricing

  Goswami, A. & Rana, N., 12 Sept 2024, arXiv.

  Research output: Working paper › Preprint

  Open Access

  File

• Decay of correlations in stochastic quantization: the exponential Euclidean field in two dimensions

  Rana, N., Hofmanova, M. & Gubinelli, M., 7 May 2024, In: Stochastic Partial Differential Equations: Analysis and Computations. 39 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation

  Bechtold, F., Harang, F. A. & Rana, N., 1 Jun 2024, In: Stochastic Partial Differential Equations: Analysis and Computations. 12, p. 857–897 41 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Pseudo-differential calculi and entropy estimates with Orlicz modulation spaces

  Gumber, A., Rana, N., Toft, J. & Üster , R., 1 Feb 2024, In: Journal of Functional Analysis. 286, 3, 47 p., 110225.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Stochastic Modified Flows for Riemannian Stochastic Gradient Descent

  Gess, B., Kassing, S. & Rana, N., 13 Dec 2024, In: SIAM Journal on Control and Optimization. 62, 6, p. 3288-3314

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Wave maps in dimension $1+1$ with an external forcing

  Brzeźniak, Z., Jendrej, J. & Rana, N., 14 Apr 2024, Arxiv (Cornell University).

  Research output: Working paper › Preprint

  File
• 2022

  Local solution to an energy critical 2-D stochastic wave equation with exponential nonlinearity in a bounded domain

  Rana, N. & Brzezniak, Z., 15 Dec 2022, In: Journal of Differential Equations. 340, p. 386-462 77 p.

  Research output: Contribution to journal › Article › peer-review

• Random dynamical system generated by the 3D Navier-Stokes equation with rough transport noise

  Rana, N., Hofmanova, M., Nilssen, T. & Cardona, J., 21 Jul 2022, (E-pub ahead of print) In: Electronic Journal of Probability. 27, 28 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

• Regime switching optimal growth model with risk sensitive preferences

  Rana, N., Goswami, A. & Siu, T. K., Aug 2022, In: Journal of Mathematical Economics. 101, 18 p., 102702.

  Research output: Contribution to journal › Article › peer-review