# Peter Friz

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{{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](/source/Klagenfurt)
| alma_mater        = {{Plainlist|
* [New York University](/source/New_York_University) (2004, PhD in Mathematics)
* [University of Cambridge](/source/University_of_Cambridge) (2000, [Certificate of Advanced Studies in Mathematics](/source/Part_III_of_the_Mathematical_Tripos))
* [TU Wien](/source/TU_Wien), [École Centrale Paris](/source/%C3%89cole_Centrale_Paris) (1999, Double degree in Math. and Engineering)
}}
|doctoral_advisor   = [S. R. Srinivasa Varadhan](/source/S._R._Srinivasa_Varadhan)
| image_size        = 
| awards            = 
| known_for         = {{Plainlist|
* [Stochastic analysis](/source/Stochastic_analysis)
* [Rough path](/source/Rough_path)
}}
| fields            = [Mathematics](/source/Mathematics)
|workplaces         = {{Plainlist|
* [Technische Universität Berlin](/source/Technische_Universit%C3%A4t_Berlin)
* [Weierstrass Institute](/source/Weierstrass_Institute)
* [University of Cambridge](/source/University_of_Cambridge)
}}
| image             = Peter K. Friz Oberwolfach 2016.jpg
| caption           = Friz at [Oberwolfach](/source/Mathematisches_Forschungsinstitut_Oberwolfach) in 2016
| landscape         = yes
}}
'''Peter K. Friz''' (born 1974 in [Klagenfurt](/source/Klagenfurt)) is a mathematician working in the fields of [partial differential equations](/source/partial_differential_equations), [quantitative finance](/source/quantitative_finance), and [stochastic analysis](/source/stochastic_analysis).

==Education and career==
He studied at the [Vienna University of Technology](/source/Vienna_University_of_Technology), [Ecole Centrale Paris](/source/Ecole_Centrale_Paris), [University of Cambridge](/source/University_of_Cambridge) and [Courant Institute of Mathematical Sciences](/source/Courant_Institute_of_Mathematical_Sciences) ([New York University](/source/New_York_University)), and obtained his PhD in 2004 under the supervision of [S. R. Srinivasa Varadhan](/source/S._R._Srinivasa_Varadhan).

He worked as a quantitative associate at [Merrill Lynch](/source/Merrill_Lynch), then held academic positions at the [University of Cambridge](/source/University_of_Cambridge), and the Radon Institute. Since 2009, he is full professor at  [Technische Universität Berlin](/source/Technische_Universit%C3%A4t_Berlin), and associated with the [Weierstrass Institute for Applied Analysis and Stochastics](/source/Weierstrass_Institute_for_Applied_Analysis_and_Stochastics) in Berlin.

In 2010 he has been awarded an [ERC](/source/European_Research_Council) 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}}

{{authority control}}

{{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

{{Germany-mathematician-stub}}

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Adapted from the Wikipedia article [Peter Friz](https://en.wikipedia.org/wiki/Peter_Friz) by Wikipedia contributors ([contributor history](https://en.wikipedia.org/wiki/Peter_Friz?action=history)). Available under [Creative Commons Attribution-ShareAlike 4.0 International](https://creativecommons.org/licenses/by-sa/4.0/). Changes may have been made.