Scholar
Peter K. Friz
Google Scholar ID: GKthQJQAAAAJ
Professor of Mathematics, TU and WIAS Berlin
Citations & Impact
Citations
3,983
H-index
28
i10-index
74
Publications
20
Co-authors
43
list available
Contact
No contact links provided.
Publications
Resume (English only)
Research Experience
- Coordinated DFG Research Unit 'Rough paths, stochastic partial differential equations and related topics' (2016–2019) with Wilhelm Stannat
- Principal Investigator of ERC Starting Grant 'Rough path theory, differential equations and stochastic analysis' (2010–2016)
- Principal Investigator of ERC Consolidator Grant 'Geometric aspects in pathwise stochastic analysis and related topics' (2016–2021)
- Frequently gives invited courses on rough paths (e.g., in Cambridge, Paris IHP, Bonn HIM)
- Organized multiple rough path meetings, including at 5ECM, SPA, Newton Institute SPDE10, IPAM LA, and Oberwolfach
Background
- Einstein Professor in Mathematics at TU-Berlin
- Member of the Research Group: Probability Theory and Mathematical Finance
- Affiliated with the Weierstrass Institute for Applied Analysis and Stochastics (WIAS)
- Research focuses on stochastic analysis, rough path theory, and quantitative finance
- Spent over a year on Wall Street; prefers financial mathematics with direct industry relevance
