{{Short description|Austrian mathematician}} {{Use dmy dates|date=May 2022}} {{Infobox scientist | name = Peter Friz | birth_date = {{birth date and age|1974|4|20|df=y}} | birth_place = Klagenfurt | alma_mater = {{Plainlist| * New York University (2004, PhD in Mathematics) * University of Cambridge (2000, Certificate of Advanced Studies in Mathematics) * TU Wien, École Centrale Paris (1999, Double degree in Math. and Engineering) }} |doctoral_advisor = S. R. Srinivasa Varadhan | image_size = | awards = | known_for = {{Plainlist| * Stochastic analysis * Rough path }} | fields = Mathematics |workplaces = {{Plainlist| * Technische Universität Berlin * Weierstrass Institute * University of Cambridge }} | image = Peter K. Friz Oberwolfach 2016.jpg | caption = Friz at Oberwolfach in 2016 | landscape = yes }} '''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 Technische Universität Berlin, and associated with the Weierstrass Institute for Applied Analysis and Stochastics in Berlin.
In 2010 he has been awarded an ERC Starting Grant.<ref>{{cite web |url=https://erc.easme-web.eu/?p=258237|title=Rough path theory, differential equations and stochastic analysis (RPT) |publisher=European Research Council|accessdate=2021-10-22}}</ref> In 2016 he has been awarded an ERC Consolidator Grant.<ref>{{cite web |url=https://erc.easme-web.eu/?p=683164|title=Geometric aspects in pathwise stochastic analysis and related topics (GPSART) |publisher=European Research Council|accessdate=2021-10-22}}</ref>
==Books== * with {{cite book |author-last1=Hairer |author-first1=Martin |author1-link=Martin Hairer |date=2020 |title=A Course on Rough Paths |series=Universitext |edition=2nd |publisher=Springer Cham |doi=10.1007/978-3-030-41556-3 |isbn=978-3-030-41555-6}} * with {{cite book |editor-last1=König |editor-first1=Wolfgang |editor-last2=Mukherjee |editor-first2=Chiranjib |editor-last3=Olla |editor-first3=Stefano |date=2019 |title=Probability and Analysis in Interacting Physical Systems |series=Springer Proceedings in Mathematics & Statistics |volume=283 |publisher=Springer Cham |doi=10.1007/978-3-030-15338-0 |isbn=978-3-030-15337-3|s2cid=239327881 }} * with {{cite book |author-last1=Victoir |author-first1=Nicolas |date=2010 |title=Multidimensional Stochastic Processes as Rough Paths |publisher=Cambridge University Press |doi=10.1017/CBO9780511845079 |isbn=978-0-521-87607-0}}
==References== {{Reflist}}
== External links == * {{Google Scholar ID}} * {{Official website}}
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{{DEFAULTSORT:Friz, Peter K}} Category:21st-century Austrian mathematicians Category:Living people Category:1974 births Category:Academic staff of Technische Universität Berlin Category:European Research Council grantees Category:Alumni of the University of Cambridge Category:Courant Institute of Mathematical Sciences alumni Category:TU Wien alumni Category:Probability theorists
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