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researcher

P. Friz

111 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 author54
  • middle author39
  • last author13

Across the 107 of 111 papers where every author was matched, so the position is known.

fields
  • math.PR80
  • q-fin.PR8
  • math.AP7
  • q-fin.CP4
  • math.DS3
  • q-fin.MF3

identity via Semantic Scholar / OpenAlex

activity
20032026
most citedThe Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory

55 citations · 684 across the 94 of their papers we have counts for

collaborators
Showing 2015Show all

2 papers · 1 filter

math.PR2015

On the existence of SLE trace: finite energy drivers and non-constant κ

Peter K. Friz, Atul Shekhar

Existence of Loewner trace is revisited. We identify finite energy paths (the "skeleton of Wiener measure") as natural class of regular drivers for which we find simple and natural…

math.PR2015

Malliavin Calculus for regularity structures: the case of gPAM

Giuseppe Cannizzaro, Peter K. Friz, Paul Gassiat

Malliavin calculus is implemented in the context of [M. Hairer, A theory of regularity structures, Invent. Math. 2014]. This involves some constructions of independent interest, no…

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