Peter K. Friz

Peter K. Friz is a Professor of Mathematics at the Technical University of Berlin and affiliated with the Weierstrass Institute for Applied Analysis and Stochastics. His research focuses on stochastic analysis, rough path theory, and quantitative finance, particularly volatility modeling.

• Key Affiliations:
  • Institute of Mathematics, TU-Berlin
  • Weierstrass Institute
• Major Grants:
  • ERC Starting Grant (2010-2016)
  • ERC Consolidator Grant (2016-2021)
  • DFG Research Unit Coordination (2016-2019)
  • Einstein Foundation Grant

His work bridges rough path theory with stochastic differential equations and financial mathematics. Recent publications emphasize rough volatility models, nonlinear SPDEs, and pathwise analysis. He co-authored the book Multidimensional Stochastic Processes as Rough Paths with Nicolas Victoir.

• Scientific Awards:
  • ERC Starting Grant
  • ERC Consolidator Grant
  • Einstein Professorship

Friz has organized major conferences like 5ECM, SPA, and Newton Institute workshops. He has mentored PhD students in areas related to stochastic analysis and rough paths, though specific names are not listed here.