Peter Friz

Peter Friz
Friz at Oberwolfach in 2016
Born (1974-04-20) 20 April 1974 (age 52)
Klagenfurt
Alma mater
Known for
Scientific career
FieldsMathematics
Institutions
S. R. Srinivasa Varadhan

Peter K. Friz (born 1974 in Klagenfurt) is a mathematician working in the fields of partial differential equations, quantitative finance, and stochastic analysis.

Education and career

He studied at the Vienna University of Technology, Ecole Centrale Paris, University of Cambridge and Courant Institute of Mathematical Sciences (New York University), and obtained his PhD in 2004 under the supervision of S. R. Srinivasa Varadhan.

He worked as a quantitative associate at Merrill Lynch, then held academic positions at the University of Cambridge, and the Radon Institute. Since 2009, he is full professor at Technische Universität Berlin, and associated with the Weierstrass Institute for Applied Analysis and Stochastics in Berlin.

In 2010 he has been awarded an ERC Starting Grant.[1] In 2016 he has been awarded an ERC Consolidator Grant.[2]

Books

  • with Hairer, Martin (2020). A Course on Rough Paths. Universitext (2nd ed.). Springer Cham. doi:10.1007/978-3-030-41556-3. ISBN 978-3-030-41555-6.
  • with König, Wolfgang; Mukherjee, Chiranjib; Olla, Stefano, eds. (2019). Probability and Analysis in Interacting Physical Systems. Springer Proceedings in Mathematics & Statistics. Vol. 283. Springer Cham. doi:10.1007/978-3-030-15338-0. ISBN 978-3-030-15337-3. S2CID 239327881.
  • with Victoir, Nicolas (2010). Multidimensional Stochastic Processes as Rough Paths. Cambridge University Press. doi:10.1017/CBO9780511845079. ISBN 978-0-521-87607-0.

References

  1. ^ "Rough path theory, differential equations and stochastic analysis (RPT)". European Research Council. Retrieved 22 October 2021.
  2. ^ "Geometric aspects in pathwise stochastic analysis and related topics (GPSART)". European Research Council. Retrieved 22 October 2021.
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