Peter Karl Friz

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Peter Karl



Publications in SciGraph latest 50 shown

  • 2022-06-23 Smooth Rough Paths, Their Geometry and Algebraic Renormalization in VIETNAM JOURNAL OF MATHEMATICS
  • 2021-06-21 Transport and continuity equations with (very) rough noise in PARTIAL DIFFERENTIAL EQUATIONS AND APPLICATIONS
  • 2021-05-06 Regularity of SLE in (t,κ) and refined GRR estimates in PROBABILITY THEORY AND RELATED FIELDS
  • 2020-07-16 Superdiffusive limits for deterministic fast–slow dynamical systems in PROBABILITY THEORY AND RELATED FIELDS
  • 2020 A Course on Rough Paths, With an Introduction to Regularity Structures in NONE
  • 2019-05-25 Multiscale Systems, Homogenization, and Rough Paths in PROBABILITY AND ANALYSIS IN INTERACTING PHYSICAL SYSTEMS
  • 2018-02-05 Stochastic many-particle model for LFP electrodes in CONTINUUM MECHANICS AND THERMODYNAMICS
  • 2016-12-03 Eikonal equations and pathwise solutions to fully non-linear SPDEs in STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS: ANALYSIS AND COMPUTATIONS
  • 2016-08-12 On the existence of SLE trace: finite energy drivers and non-constant κ in PROBABILITY THEORY AND RELATED FIELDS
  • 2016-02-11 Stochastic control with rough paths in APPLIED MATHEMATICS & OPTIMIZATION
  • 2015-06-17 On the Probability Density Function of Baskets in LARGE DEVIATIONS AND ASYMPTOTIC METHODS IN FINANCE
  • 2015-06-17 Extrapolation Analytics for Dupire’s Local Volatility in LARGE DEVIATIONS AND ASYMPTOTIC METHODS IN FINANCE
  • 2014-12-14 Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited in STOCHASTIC ANALYSIS AND APPLICATIONS 2014
  • 2014-09-30 Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs in EXTRACTION OF QUANTIFIABLE INFORMATION FROM COMPLEX SYSTEMS
  • 2014 A Course on Rough Paths, With an Introduction to Regularity Structures in NONE
  • 2013-02-08 Rough path stability of (semi-)linear SPDEs in PROBABILITY THEORY AND RELATED FIELDS
  • 2012-11-21 Cubature on Wiener Space: Pathwise Convergence in APPLIED MATHEMATICS & OPTIMIZATION
  • 2008 The Burkholder-Davis-Gundy Inequality for Enhanced Martingales in SÉMINAIRE DE PROBABILITÉS XLI
  • 2007-11-27 On uniformly subelliptic operators and stochastic area in PROBABILITY THEORY AND RELATED FIELDS
  • 2005-12-29 A note on the notion of geometric rough paths in PROBABILITY THEORY AND RELATED FIELDS
  • 2005 Continuity of the Itô-Map for Holder Rough Paths with Applications to the Support Theorem in Holder Norm in PROBABILITY AND PARTIAL DIFFERENTIAL EQUATIONS IN MODERN APPLIED MATHEMATICS
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