Peter K. Friz

Orcid: 0000-0003-2571-8388

According to our database¹, Peter K. Friz authored at least 4 papers between 2016 and 2023.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of five.

Timeline

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Article

PhD thesis

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Bibliography

2023

Stability of Deep Neural Networks via Discrete Rough Paths.

[BibT_eX]

[DOI]

Christian Bayer

Peter K. Friz

Nikolas Tapia

SIAM J. Math. Data Sci., March, 2023

2022

A McKean-Vlasov SDE and Particle System with Interaction from Reflecting Boundaries.

[BibT_eX]

[DOI]

SIAM J. Math. Anal., 2022

2018

Local Volatility, Conditioned Diffusions, and Varadhan's Formula.

[BibT_eX]

[DOI]

Stefano De Marco

Peter K. Friz

SIAM J. Financial Math., 2018

2016

From Rough Path Estimates to Multilevel Monte Carlo.

[BibT_eX]

[DOI]

SIAM J. Numer. Anal., 2016

Peter K. Friz

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