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Professor Dr. Peter Karl Friz

Address Technische Universität Berlin
Fakultät II - Mathematik und Naturwissenschaften
Institut für Mathematik
Straße des 17. Juni 136
10623 Berlin

Projects

As Applicant
- Completed projects
  - Application of rough path theory for filtering and numerical integration methods (Priority Programmes)
  - Rough stochastic volatility and related topics (Research Grants)
  - Coordination Funds (Research Units)
  - SPDEs - a rough path perspective (Research Units)
  - Foundations of regularity structures (Research Units)
As Spokesperson
- Current projects
  - TRR 388: Rough Analysis, Stochastic Dynamics and Related Fields (CRC/Transregios)
- Completed projects
  - FOR 2402: Rough Paths, Stochastic Partial Differential Equations and Related Topics (Research Units)
As Participating Researcher
- Current projects
  - EXC 2046: MATH+: Berlin Mathematics Research Center (Clusters of Excellence (ExStra))
  - GRK 2544: Stochastic Analysis in Interaction (International Research Training Groups)
- Completed projects
  - GRK 1845: Stochastic Analysis with Applications in Biology, Finance and Physics (Research Training Groups)
  - GSC 14: Berlin Mathematical School (BMS) (Graduate Schools)
As Project Head
- Current projects
  - Optimal transport meets rough analysis (CRC/Transregios)
  - Signatures at the threshold of analysis, algebra and geometry: new perspectives (CRC/Transregios)
  - Rough backward stochastic differential equations (CRC/Transregios)
  - Rough analysis and mean field games (CRC/Transregios)
  - Central project (CRC/Transregios)

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