Hans Foellmer
Hans Föllmer (born May 20, 1941 in Heiligenstadt in Thuringia ) is a German stochastic and financial mathematician.
Live and act
Föllmer initially studied philosophy and Romance studies in Cologne and then mathematics, physics and philosophy at the University of Göttingen , Paris and the University of Erlangen , where he received his diploma in 1967 and his doctorate in 1968 under Konrad Jacobs (about ideal margins of Markoff processes ) . From 1969 to 1970 he was an instructor at MIT , 1970 to 1972 instructor at Dartmouth College , from 1973 professor for mathematics at the University of Frankfurt , 1974 to 1977 professor for statistics at the University of Bonn and 1977 to 1988 professor at the ETH Zurich. From 1988 to 1994 he was Professor of Applied Mathematics at the University of Bonn and from 1994 Professor of Mathematics (stochastics, stochastics of financial markets) at the Humboldt University in Berlin . He has been a retired professor there since 2006 and was visiting professor at the University of Singapore . Since 2008 he has been Andrew D. White Professor-at-Large at Cornell University . He was also a visiting professor at numerous universities (including Princeton , Stanford , Berkeley , Cambridge , Saint Petersburg , Tokyo , various Paris universities, Columbia University , Sao Paulo and Warsaw ).
In 2006 he received the Georg Cantor Medal from the DMV . In the laudation he was described as the “leading German probability theorist of his generation”, who decisively influenced the development of stochastics (especially stochastic analysis and the stochastics of the financial markets).
In addition to the Cantor Prize, he received the Gay Lussac Humboldt Prize in 2002 and the Emmy Noether Prize of the University of Erlangen in 1973. In 1994 he was invited speaker at the International Congress of Mathematicians in Zurich (Probabilistic methods in finance). In 2000 he gave a plenary lecture at the 3rd European Congress of Mathematicians in Barcelona ( Probabilistic Aspects of Finance ).
Hans Föllmer is a member of the Berlin-Brandenburg Academy of Sciences . He has been a member of the Academia Europaea since 1991 and of the Leopoldina since 1996 . In 2007 he received an honorary doctorate from the University of Paris-Dauphine . In 2006/07 and 2007/08 he was on the Abel Prize Committee .
His doctoral students include Martin Schweizer and Hans Rudolf Künsch (ETH Zurich).
Fonts
- with Alexander Schied: Stochastic Finance - an introduction in discrete time , de Gruyter (Studies in Mathematics 27), 2002, 2nd edition 2004 (also translated into Russian), ISBN 3-11-017119-8
Web links
- Hans Föllmer - Homepage at the Humboldt University
- Literature by and about Hans Föllmer in the catalog of the German National Library
Individual evidence
- ↑ Hans Föllmer in the Mathematics Genealogy Project (English)
- ↑ quoted in the university protocols
- ↑ Hans Foellmer. with picture. Member entry at Berlin-Brandenburg Academy of Sciences , accessed on June 30, 2017 .
- ^ Directory of members: Hans Föllmer. Academia Europaea, accessed June 30, 2017 .
- ^ Member entry by Hans Föllmer at the German Academy of Natural Scientists Leopoldina , accessed on July 6, 2016.
- ^ Abel Committee
| personal data | |
|---|---|
| SURNAME | Foellmer, Hans |
| BRIEF DESCRIPTION | German mathematician |
| DATE OF BIRTH | May 20, 1941 |
| PLACE OF BIRTH | Heiligenstadt |