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Peter Friz, the Glossary

Peter K. Friz (born 1974 in Klagenfurt) is a mathematician working in the fields of partial differential equations, quantitative finance, and stochastic analysis.^[1]

18 relations: École Centrale Paris, Courant Institute of Mathematical Sciences, European Research Council, Klagenfurt am Wörthersee, Mathematical finance, Mathematics, Merrill (company), New York University, Oberwolfach Research Institute for Mathematics, Part III of the Mathematical Tripos, Partial differential equation, Rough path, S. R. Srinivasa Varadhan, Stochastic calculus, Technische Universität Berlin, TU Wien, University of Cambridge, Weierstrass Institute.
21st-century Austrian mathematicians

École Centrale Paris

italic (ECP; also known as italic or Centrale) was a French grande école in engineering and science.

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Courant Institute of Mathematical Sciences

The Courant Institute of Mathematical Sciences (commonly known as Courant or CIMS) is the mathematics research school of New York University (NYU).

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The European Research Council (ERC) is a public body for funding of scientific and technological research conducted within the European Union (EU). Peter Friz and European Research Council are European Research Council grantees.

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Klagenfurt am Wörthersee

Klagenfurt am WörtherseeLandesgesetzblatt 2008 vom 16.

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Mathematical finance

Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field.

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Mathematics

Mathematics is a field of study that discovers and organizes abstract objects, methods, theories and theorems that are developed and proved for the needs of empirical sciences and mathematics itself.

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Merrill (company)

Merrill (officially Merrill Lynch, Pierce, Fenner & Smith Incorporated), previously branded Merrill Lynch, is an American investment management and wealth management division of Bank of America.

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New York University

New York University (NYU) is a private research university in New York City, United States.

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Oberwolfach Research Institute for Mathematics

The Oberwolfach Research Institute for Mathematics (Mathematisches Forschungsinstitut Oberwolfach) is a center for mathematical research in Oberwolfach, Germany.

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Part III of the Mathematical Tripos

Part III of the Mathematical Tripos (officially Master of Mathematics/Master of Advanced Study) is a one-year master's-level taught course in mathematics offered at the Faculty of Mathematics, University of Cambridge.

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Partial differential equation

In mathematics, a partial differential equation (PDE) is an equation which computes a function between various partial derivatives of a multivariable function.

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Rough path

In stochastic analysis, a rough path is a generalization of the notion of smooth path allowing to construct a robust solution theory for controlled differential equations driven by classically irregular signals, for example a Wiener process.

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S. R. Srinivasa Varadhan

Sathamangalam Ranga Iyengar Srinivasa Varadhan, (born 2 January 1940) is an Indian American mathematician. Peter Friz and S. R. Srinivasa Varadhan are Probability theorists.

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Stochastic calculus

Stochastic calculus is a branch of mathematics that operates on stochastic processes.

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Technische Universität Berlin

italic (TU Berlin; also known as Berlin Institute of Technology and Technical University of Berlin, although officially the name should not be translated) is a public research university located in Berlin, Germany.

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TU Wien

The Vienna University of Technology (Technische Universität Wien) is a public research university in Vienna, Austria.

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University of Cambridge

The University of Cambridge is a public collegiate research university in Cambridge, England.

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Weierstrass Institute

The Weierstrass Institute for Applied Analysis and Stochastics (WIAS), is a part of the Forschungsverbund Berlin e.V. and a member of the Leibniz Association.

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References

[1] https://en.wikipedia.org/wiki/Peter_Friz

Also known as Friz, Peter.