World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
45
Citations
7061
World Ranking
1499
National Ranking
84

Peter K. Friz publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Peter K. Friz sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 189 publications — 57th percentile

57% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Peter K. Friz D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Peter K. Friz sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 45 D-Index — 61st percentile

61% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Overview

Peter K. Friz is affiliated with the Technical University of Berlin in Germany. Their research spans across multiple domains primarily focused on the intersection of economics, finance, and mathematics. The main fields of study include Economics, Econometrics and Finance, and Mathematics, with emphasized subfields such as Finance, Mathematical Physics, Statistical and Nonlinear Physics, Computational Theory and Mathematics, and Applied Mathematics.

The scientist's main topics of work cover several areas, including:

  • Stochastic processes and financial applications
  • Financial Risk and Volatility Modeling
  • Stochastic processes and statistical mechanics
  • Insurance, Mortality, Demography, Risk Management
  • Complex Systems and Time Series Analysis
  • Mathematical Dynamics and Fractals
  • Advanced Mathematical Modeling in Engineering

Peter K. Friz has published extensively, with recent papers including:

  • Precise asymptotics: Robust stochastic volatility models, 2021, The Annals of Applied Probability
  • Short-dated smile under rough volatility: asymptotics and numerics, 2021, Quantitative Finance
  • Besov rough path analysis, 2022, Journal of Differential Equations
  • Unified signature cumulants and generalized Magnus expansions, 2022, Forum of Mathematics Sigma

The scientist frequently collaborates with several notable co-authors, among them:

  • Martin Hairer
  • Jim Gatheral
  • Christian Bayer
  • Paolo Pigato
  • Carlo Bellingeri

Publication venues where their work appears regularly include:

  • arXiv (Cornell University)
  • SSRN Electronic Journal
  • Mathematical Finance
  • The Annals of Applied Probability
  • Quantitative Finance

Peter K. Friz has contributed to academic literature beyond journal articles, including a book published by Springer Nature titled A Course on Rough Paths (2020), which has accumulated numerous citations.

Best Publications

  • Multidimensional Stochastic Processes as Rough Paths

    Peter K. Friz;Nicolas B. Victoir

  • A Course on Rough Paths

    Peter K. Friz;Martin Hairer

  • Pricing under rough volatility

    Christian Bayer;Peter K. Friz;Jim Gatheral

  • A Course on Rough Paths: With an Introduction to Regularity Structures

    Peter K. Friz;Martin Hairer

  • Analysis on local Dirichlet spaces

    Peter K. Friz;Nicolas B. Victoir

  • Differential equations driven by Gaussian signals

    Peter Friz;Nicolas Victoir

  • REGULAR VARIATION AND SMILE ASYMPTOTICS

    Shalom Benaim;Peter Friz

  • Densities for rough differential equations under Hormander's condition

    Thomas Cass;Peter Friz

  • A (rough) pathwise approach to a class of non-linear stochastic partial differential equations

    Michael Caruana;Peter K. Friz;Harald Oberhauser

  • A variation embedding theorem and applications

    Peter Friz;Nicolas Victoir

  • SMILE ASYMPTOTICS II: MODELS WITH KNOWN MOMENT GENERATING FUNCTIONS

    Shalom Benaim;Peter Friz

  • On refined volatility smile expansion in the Heston model

    Peter K. Friz;Stefan Gerhold;Archil Gulisashvili;Stephan Sturm

  • Valuation of volatility derivatives as an inverse problem

    Peter Friz;Jim Gatheral

  • Robust filtering: Correlated noise and multidimensional observation

    D. Crisan;J. Diehl;P. K. Friz;H. Oberhauser

  • Short-time near-the-money skew in rough fractional volatility models

    C Bayer;P K Friz;Archil Gulisashvili;Blanka Nora Horvath

  • A regularity structure for rough volatility

    Christian Bayer;Peter K. Friz;Paul Gassiat;Jorg Martin

  • Partial differential equations driven by rough paths

    Michael Caruana;Peter Friz

  • Approximations of the Brownian rough path with applications to stochastic analysis

    Peter Friz;Nicolas Victoir

  • A note on the notion of geometric rough paths

    Peter Friz;Nicolas Victoir

  • Non-degeneracy of Wiener functionals arising from rough differential equations

    Thomas Cass;Thomas Cass;Peter Friz;Nicolas Victoir

  • Euler Estimates of Rough Differential Equations

    Peter Friz;Nicolas Victoir

  • Multidimensional Stochastic Processes as Rough Paths: Variation and Hölder spaces

    Peter K. Friz;Nicolas B. Victoir

Frequent Co-Authors

Martin Hairer
Martin Hairer Imperial College London
James C. Robinson
James C. Robinson University of California, Berkeley
Panagiotis E. Souganidis
Panagiotis E. Souganidis University of Chicago
Pierre-Louis Lions
Pierre-Louis Lions Collège de France
Massimiliano Gubinelli
Massimiliano Gubinelli University of Oxford
Marco Avellaneda
Marco Avellaneda Courant Institute of Mathematical Sciences
Dan Crisan
Dan Crisan Imperial College London
Terry Lyons
Terry Lyons University of Oxford
Marc Yor
Marc Yor Sorbonne University
Ian Melbourne
Ian Melbourne University of Warwick

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