Hans Föllmer

Hans Föllmer ( born May 20, 1941 in Heiligenstadt in Thuringia ) is a German statistician and financial mathematicians.

Life and work

Föllmer initially studied philosophy and Romance languages ​​in Cologne and then math, physics and philosophy at the University of Göttingen, in Paris and at the University of Erlangen, where in 1967 he received his diploma and doctorate at Konrad Jacobs 1968 (over ideal edges of Markov processes). After that, he was from 1969 to 1970 Instructor at MIT, 1970-1972 Instructor at Dartmouth College, from 1973 professor of mathematics at the University of Frankfurt, 1974-1977 Professor of Statistics at the University of Bonn from 1977 to 1988 professor at the ETH Zurich. 1988 to 1994 he was Professor of Applied Mathematics at the University of Bonn and from 1994 Professor of Mathematics ( Stochastics, Stochastic Finance ) at the Humboldt University in Berlin. Since 2006 he is a professor retired and was a visiting professor at the University of Singapore. Since 2008 he has been Andrew D. White Professor - at-Large at Cornell University. In addition, he was a visiting professor at several universities (including Princeton, Stanford, Berkeley, Cambridge, St. Petersburg, Tokyo, Paris, various universities, Columbia University, Sao Paulo and Warsaw).

In 2006 he received the Georg Cantor Medal of the DMV. In the eulogy, he was called " the leading German theorists of his generation probability ", which greatly influenced the development of stochastic (in particular the stochastic analysis and the Stochastic Finance ).

In addition to the Cantor Award he received the Prix Gay-Lussac/Humboldt and 1973 Emmy Noether Award from the University of Erlangen in 2002. 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).

Since 1991 he is member of the Academia Europaea and since 1996 the Leopoldina. In 2007 he became an honorary doctorate from the University Paris - Dauphine.

Writings

• With Alexander Schied: Stochastic Finance - an introduction in discrete time, de Gruyter ( Studies in Mathematics 27 ), 2002, 2nd edition 2004 ( translated into Russian ), ISBN 3-11-017119-8