Peter K Friz

Peter K. Friz is Einstein Professor in Mathematics at Technische Universität Berlin (TU-Berlin), where he leads research in the Probability Theory and Mathematical Finance group. He is also affiliated with the Weierstrass Institute for Applied Analysis and Stochastics (WIAS), a major research institute in Berlin focused on applied mathematics.

Professor Friz's research spans several interconnected areas of mathematics and finance:

• Stochastic analysis and rough path theory
• Quantitative finance and volatility modeling
• Partial differential equations driven by rough paths
• Applications of rough path theory to financial mathematics

His recent publications demonstrate a continued focus on advancing rough path theory and its applications. The research trends show increasing sophistication in handling nonlinear rough differential equations, connections to machine learning through signature methods, and deeper applications to financial modeling, particularly in volatility analysis. His work bridges pure mathematical theory with practical financial applications, maintaining relevance to industry problems while advancing theoretical foundations.

Professor Friz has received significant recognition for his work:

• ERC Starting Grant "Rough path theory, differential equations and stochastic analysis" (2010-2016)
• ERC Consolidator Grant "Geometric aspects in pathwise stochastic analysis and related topics" (2016-2021)
• Einstein Professorship at TU-Berlin

He actively mentors students and researchers, with a list of former PhD students available through his academic profile. Professor Friz coordinates the DFG research unit "Rough paths, stochastic partial differential equations and related topics" (2016-2019) and has secured substantial funding from the European Research Council, DFG, and other sources. His research group regularly hosts seminars and collaborates with institutions worldwide, including recent invited courses at Cambridge, Paris (IHP), and Bonn (HIM).

Professor Friz maintains active research collaborations through his position at TU-Berlin and affiliation with WIAS, contributing to Berlin's status as a hub for mathematical finance and stochastic analysis in Europe.