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researcher

P. Friz

23 papers hereh-index 437k citations216 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author13
  • middle author4
  • last author5

Across the 23 of 23 papers where every author was matched, so the position is known.

fields
  • math.PR18
  • math.AP2
  • math.CA1
  • math.FA1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20032011
most citedNon-standard approximations of the Ito-map

48 citations · 130 across the 21 of their papers we have counts for

collaborators
Showing math.CAShow all

1 paper · 1 filter

math.CA2006★ 7 cited

Euler Estimates of Rough Differential Equations

Peter Friz, Nicolas Victoir

We consider controlled differential equations and give new estimates for higher order Euler schemes. Our proofs are inspired by recent work of A. M. Davie who considers first and s…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.