Peter Friz
Friz atOberwolfach in 2016
Born	(1974-04-20)20 April 1974 (age 51) Klagenfurt
Alma mater	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)
Known for	Stochastic analysis Rough path
Scientific career
Fields	Mathematics
Institutions	Technische Universität Berlin Weierstrass Institute University of Cambridge
Doctoral advisor	S. R. Srinivasa Varadhan

Peter K. Friz (born 1974 inKlagenfurt) is a mathematician working in the fields ofpartial differential equations,quantitative finance, andstochastic analysis.

He studied at theVienna University of Technology,Ecole Centrale Paris,University of Cambridge andCourant Institute of Mathematical Sciences (New York University), and obtained his PhD in 2004 under the supervision ofS. R. Srinivasa Varadhan.

He worked as a quantitative associate atMerrill Lynch, then held academic positions at theUniversity of Cambridge, and the Radon Institute. Since 2009, he is full professor atTechnische Universität Berlin, and associated with theWeierstrass Institute for Applied Analysis and Stochastics in Berlin.

In 2010 he has been awarded anERC Starting Grant.^[1] In 2016 he has been awarded an ERC Consolidator Grant.^[2]

• withHairer, Martin (2020).A Course on Rough Paths. Universitext (2nd ed.). Springer Cham.doi:10.1007/978-3-030-41556-3.ISBN 978-3-030-41555-6.
• withKönig, Wolfgang; Mukherjee, Chiranjib; Olla, Stefano, eds. (2019).Probability and Analysis in Interacting Physical Systems. Springer Proceedings in Mathematics & Statistics. Vol. 283. Springer Cham.doi:10.1007/978-3-030-15338-0.ISBN 978-3-030-15337-3.S2CID 239327881.
• withVictoir, Nicolas (2010).Multidimensional Stochastic Processes as Rough Paths. Cambridge University Press.doi:10.1017/CBO9780511845079.ISBN 978-0-521-87607-0.

• Peter Friz publications indexed byGoogle Scholar
• Official website

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