Biography:Hans Föllmer
Hans Föllmer (20 May 1941 in Heiligenstadt, Thuringia, Germany) is a German mathematician, currently professor emeritus at the Humboldt University of Berlin,[1][2] visiting professor at the National University of Singapore, and Andrew D. White Professor-at-Large at Cornell University. He was awarded the Cantor medal in 2006.[3] In 2007 he became doctor honoris causa at the Paris Dauphine University.[4]
Hans Föllmer is widely known for his contributions to probability theory, stochastic analysis [5] and mathematical finance.
In mathematical economics, he made early contributions to the mathematical modeling of social interactions.[6]
In mathematical finance, he made fundamental contributions to the theory of risk measures[7] and the hedging of contingent claims.
Main scientific works
Föllmer, Hans (March 1974). "Random economies with many interacting agents". Journal of Mathematical Economics 1 (1): 51–62. doi:10.1016/0304-4068(74)90035-4. ISSN 0304-4068.
Föllmer, H. (1981). "Calcul d'Ito sans probabilites". Séminaire de Probabilités XV 1979/80. Lecture Notes in Mathematics. 850. Springer Berlin Heidelberg. pp. 143–150. doi:10.1007/BFb0088364. ISBN 978-3-540-10689-0. http://www.numdam.org/item/SPS_1981__15__143_0/.
Föllmer, Hans (1988). "Random fields and diffusion processes". Lecture Notes in Mathematics. 1362. Springer Berlin Heidelberg. pp. 101–203. doi:10.1007/BFb0086180. ISBN 978-3-540-50549-5.
Föllmer, Hans; Schied, Alexander (25 July 2016), Stochastic Finance, De Gruyter, doi:10.1515/9783110463453, ISBN 9783110463453
Föllmer, Hans; Schied, Alexander (1 October 2002). "Convex measures of risk and trading constraints". Finance and Stochastics 6 (4): 429–447. doi:10.1007/s007800200072. ISSN 0949-2984. http://edoc.hu-berlin.de/18452/4274.
Föllmer, H.; Kabanov, Y.M. (1 November 1997). "Optional decomposition and Lagrange multipliers". Finance and Stochastics 2 (1): 69–81. doi:10.1007/s007800050033. ISSN 0949-2984. http://edoc.hu-berlin.de/18452/4483.
References
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- ↑ Föllmer, Hans; Schied, Alexander (1 September 2013). "Probabilistic aspects of finance". Bernoulli (Bernoulli Society for Mathematical Statistics and Probability) 19 (4). doi:10.3150/12-bejsp05. ISSN 1350-7265.
- ↑ "Academy of Europe: Föllmer Hans". https://www.ae-info.org/ae/Member/F%C3%B6llmer_Hans.
- ↑ "Prof. Hans Föllmer (HU Berlin) erhält die Cantor-Medaille 2006" (in de). https://www.mathematik.de/dmv-blog/15-prof-hans-foellmer-hu-berlin-erhaelt-die-cantor-medaille-2006.
- ↑ Hasani, Ilire; Hoffmann, Robert. "Academy of Europe: Föllmer Hans". https://www.ae-info.org/ae/Member/Föllmer_Hans.
- ↑ Föllmer, Hans (1988). "Random fields and diffusion processes". Lecture Notes in Mathematics. 1362. Springer Berlin Heidelberg. pp. 101–203. doi:10.1007/BFb0086180. ISBN 978-3-540-50549-5.
- ↑ Föllmer, Hans (March 1974). "Random economies with many interacting agents". Journal of Mathematical Economics 1 (1): 51–62. doi:10.1016/0304-4068(74)90035-4. ISSN 0304-4068.
- ↑ Föllmer, Hans; Schied, Alexander (1 October 2002). "Convex measures of risk and trading constraints". Finance and Stochastics 6 (4): 429–447. doi:10.1007/s007800200072. ISSN 0949-2984. http://edoc.hu-berlin.de/18452/4274.
