Biography:Peter Friz
Peter Friz | |
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| Born | 20 April 1974 |
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| Scientific career | |
| Fields | Mathematics |
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| Doctoral advisor | 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 the Technical University of 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 A Course on Rough Paths. Universitext (2nd ed.). Springer Cham. 2020. doi:10.1007/978-3-030-41556-3. ISBN 978-3-030-41555-6.
- with Probability and Analysis in Interacting Physical Systems. Springer Proceedings in Mathematics & Statistics. 283. Springer Cham. 2019. doi:10.1007/978-3-030-15338-0. ISBN 978-3-030-15337-3.
- with Multidimensional Stochastic Processes as Rough Paths. Cambridge University Press. 2010. doi:10.1017/CBO9780511845079. ISBN 978-0-521-87607-0.
References
- ↑ "Rough path theory, differential equations and stochastic analysis (RPT)". European Research Council. https://erc.easme-web.eu/?p=258237. Retrieved 2021-10-22.
- ↑ "Geometric aspects in pathwise stochastic analysis and related topics (GPSART)". European Research Council. https://erc.easme-web.eu/?p=683164. Retrieved 2021-10-22.
External links
- Peter Friz publications indexed by Google Scholar
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