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'''Hans Föllmer''' (20 May 1941 in [[Heilbad Heiligenstadt|Heiligenstadt]], [[Thuringia]], [[Germany]]) is a German [[Mathematics|mathematician]], currently [[professor emeritus]] at the [[Humboldt University of Berlin|Humboldt University]] of [[Berlin]],<ref name="Föllmer Schied p. ">{{cite journal | last1=Föllmer | first1=Hans | last2=Schied | first2=Alexander | title=Probabilistic aspects of finance | journal=Bernoulli | publisher=Bernoulli Society for Mathematical Statistics and Probability | volume=19 | issue=4 | date=1 September 2013 | issn=1350-7265 | doi=10.3150/12-bejsp05 | page=| arxiv=1309.7759 }}</ref><ref>{{Cite web|title=Academy of Europe: Föllmer Hans|url=https://www.ae-info.org/ae/Member/F%C3%B6llmer_Hans|access-date=2020-07-30|website=www.ae-info.org}}</ref> [[visiting professor]] at the [[National University of Singapore]], and [[Andrew D. White]] Professor-at-Large at [[Cornell University]]. He was awarded the [[Cantor medal]] in 2006.<ref name="Deutsche Mathematiker-Vereinigung">{{cite web | title=Prof. Hans Föllmer (HU Berlin) erhält die Cantor-Medaille 2006 | website=Deutsche Mathematiker-Vereinigung | url=https://www.mathematik.de/dmv-blog/15-prof-hans-foellmer-hu-berlin-erhaelt-die-cantor-medaille-2006 | language=de | access-date=17 December 2021}}</ref> In 2007 he became ''doctor [[honoris causa]]'' at the [[Paris Dauphine University]].<ref name="Hasani Hoffmann">{{cite web | last=Hasani | first=Ilire | last2=Hoffmann | first2=Robert | title=Academy of Europe: Föllmer Hans | website=Academy of Europe | url=https://www.ae-info.org/ae/Member/Föllmer_Hans | access-date=17 December 2021}}</ref>
'''Hans Föllmer''' (20 May 1941 in [[Heilbad Heiligenstadt|Heiligenstadt]], [[Thuringia]], [[Germany]]) is a German [[Mathematics|mathematician]], currently [[professor emeritus]] at the [[Humboldt University of Berlin|Humboldt University]] of [[Berlin]],<ref name="Föllmer Schied p. ">{{cite journal | last1=Föllmer | first1=Hans | last2=Schied | first2=Alexander | title=Probabilistic aspects of finance | journal=Bernoulli | publisher=Bernoulli Society for Mathematical Statistics and Probability | volume=19 | issue=4 | date=1 September 2013 | issn=1350-7265 | doi=10.3150/12-bejsp05 | page=| arxiv=1309.7759 }}</ref><ref>{{Cite web|title=Academy of Europe: Föllmer Hans|url=https://www.ae-info.org/ae/Member/F%C3%B6llmer_Hans|access-date=2020-07-30|website=www.ae-info.org}}</ref> [[visiting professor]] at the [[National University of Singapore]], and [[Andrew D. White]] Professor-at-Large at [[Cornell University]]. He was awarded the [[Cantor medal]] in 2006.<ref name="Deutsche Mathematiker-Vereinigung">{{cite web | title=Prof. Hans Föllmer (HU Berlin) erhält die Cantor-Medaille 2006 | website=Deutsche Mathematiker-Vereinigung | url=https://www.mathematik.de/dmv-blog/15-prof-hans-foellmer-hu-berlin-erhaelt-die-cantor-medaille-2006 | language=de | access-date=17 December 2021}}</ref> In 2007 he became ''doctor [[honoris causa]]'' at the [[Paris Dauphine University]].<ref name="Hasani Hoffmann">{{cite web | last=Hasani | first=Ilire | last2=Hoffmann | first2=Robert | title=Academy of Europe: Föllmer Hans | website=Academy of Europe | url=https://www.ae-info.org/ae/Member/Föllmer_Hans | access-date=17 December 2021}}</ref>


Hans Föllmer is widely known for his contributions to [[probability theory]], stochastic analysis and [[mathematical finance]].
Hans Föllmer is widely known for his contributions to [[probability theory]], stochastic analysis <ref name="Föllmer1988">{{cite book | title = Lecture Notes in Mathematics | last1 = Föllmer | first1 = Hans | chapter = Random fields and diffusion processes | date = 1988 | pages = 101–203 | publisher = Springer Berlin Heidelberg | issn = 0075-8434 | eissn = 1617-9692 | doi = 10.1007/BFb0086180 | url = }}</ref> and [[mathematical finance]].

In [[mathematical economics]], he made early contributions to the mathematical modeling of social interactions <ref name="Föllmer1974">{{cite journal | last1 = Föllmer | first1 = Hans | title = Random economies with many interacting agents | journal = Journal of Mathematical Economics | date = March 1974 | volume = 1 | issue = 1 | pages = 51–62 | issn = 0304-4068 | doi = 10.1016/0304-4068(74)90035-4 | pmid = | url = }}</ref>.

In [[mathematical finance]], he made fundamental contributions to the theory of risk measures<ref name="FöllmerSchied2002">{{cite journal | last1 = Föllmer | first1 = Hans | last2 = Schied | first2 = Alexander | title = Convex measures of risk and trading constraints | journal = Finance and Stochastics | date = 1 October 2002 | volume = 6 | issue = 4 | pages = 429–447 | issn = 0949-2984 | doi = 10.1007/s007800200072 | pmid = | url = }}</ref> and the hedging of contingent claims.

== Main scientific works ==


{{cite journal | last1 = Föllmer | first1 = Hans | title = Random economies with many interacting agents | journal = Journal of Mathematical Economics | date = March 1974 | volume = 1 | issue = 1 | pages = 51–62 | issn = 0304-4068 | doi = 10.1016/0304-4068(74)90035-4 | pmid = | url = }}

<ref name="Föllmer1981">{{cite book | title = Séminaire de Probabilités XV 1979/80 | last1 = Föllmer | first1 = H. | chapter = Calcul d'ito sans probabilites | date = 1981 | pages = 143–150 | publisher = Springer Berlin Heidelberg | issn = 0075-8434 | eissn = 1617-9692 | doi = 10.1007/BFb0088364 | url = }}</ref>

{{cite book | title = Lecture Notes in Mathematics | last1 = Föllmer | first1 = Hans | chapter = Random fields and diffusion processes | date = 1988 | pages = 101–203 | publisher = Springer Berlin Heidelberg | issn = 0075-8434 | eissn = 1617-9692 | doi = 10.1007/BFb0086180 | url = }}

{{citation | last1 = Föllmer | first1 = Hans | last2 = Schied | first2 = Alexander | title = Stochastic Finance | date = 25 July 2016 | publisher = De Gruyter | doi = 10.1515/9783110463453 | url = }}

{{cite journal | last1 = Föllmer | first1 = Hans | last2 = Schied | first2 = Alexander | title = Convex measures of risk and trading constraints | journal = Finance and Stochastics | date = 1 October 2002 | volume = 6 | issue = 4 | pages = 429–447 | issn = 0949-2984 | doi = 10.1007/s007800200072 | pmid = | url = }}

{{cite journal | last1 = Föllmer | first1 = H. | last2 = Kabanov | first2 = Y.M. | title = Optional decomposition and Lagrange multipliers | journal = Finance and Stochastics | date = 1 November 1997 | volume = 2 | issue = 1 | pages = 69–81 | issn = 0949-2984 | eissn = 1432-1122 | doi = 10.1007/s007800050033 | pmid = | url = }}


== References ==
== References ==

Revision as of 01:09, 20 February 2022

Hans Föllmer

Hans Föllmer (20 May 1941 in Heiligenstadt, Thuringia, Germany) is a German mathematician, currently professor emeritus at the Humboldt University of Berlin,[1][2] visiting professor at the National University of Singapore, and Andrew D. White Professor-at-Large at Cornell University. He was awarded the Cantor medal in 2006.[3] In 2007 he became doctor honoris causa at the Paris Dauphine University.[4]

Hans Föllmer is widely known for his contributions to probability theory, stochastic analysis [5] and mathematical finance.

In mathematical economics, he made early contributions to the mathematical modeling of social interactions [6].

In mathematical finance, he made fundamental contributions to the theory of risk measures[7] and the hedging of contingent claims.

Main scientific works

Föllmer, Hans (March 1974). "Random economies with many interacting agents". Journal of Mathematical Economics. 1 (1): 51–62. doi:10.1016/0304-4068(74)90035-4. ISSN 0304-4068.

[8]

Föllmer, Hans (1988). "Random fields and diffusion processes". Lecture Notes in Mathematics. Springer Berlin Heidelberg. pp. 101–203. doi:10.1007/BFb0086180. eISSN 1617-9692. ISSN 0075-8434.

Föllmer, Hans; Schied, Alexander (25 July 2016), Stochastic Finance, De Gruyter, doi:10.1515/9783110463453

Föllmer, Hans; Schied, Alexander (1 October 2002). "Convex measures of risk and trading constraints". Finance and Stochastics. 6 (4): 429–447. doi:10.1007/s007800200072. ISSN 0949-2984.

Föllmer, H.; Kabanov, Y.M. (1 November 1997). "Optional decomposition and Lagrange multipliers". Finance and Stochastics. 2 (1): 69–81. doi:10.1007/s007800050033. eISSN 1432-1122. ISSN 0949-2984.

References

  1. ^ Föllmer, Hans; Schied, Alexander (1 September 2013). "Probabilistic aspects of finance". Bernoulli. 19 (4). Bernoulli Society for Mathematical Statistics and Probability. arXiv:1309.7759. doi:10.3150/12-bejsp05. ISSN 1350-7265.
  2. ^ "Academy of Europe: Föllmer Hans". www.ae-info.org. Retrieved 2020-07-30.
  3. ^ "Prof. Hans Föllmer (HU Berlin) erhält die Cantor-Medaille 2006". Deutsche Mathematiker-Vereinigung (in German). Retrieved 17 December 2021.
  4. ^ Hasani, Ilire; Hoffmann, Robert. "Academy of Europe: Föllmer Hans". Academy of Europe. Retrieved 17 December 2021.
  5. ^ Föllmer, Hans (1988). "Random fields and diffusion processes". Lecture Notes in Mathematics. Springer Berlin Heidelberg. pp. 101–203. doi:10.1007/BFb0086180. eISSN 1617-9692. ISSN 0075-8434.
  6. ^ Föllmer, Hans (March 1974). "Random economies with many interacting agents". Journal of Mathematical Economics. 1 (1): 51–62. doi:10.1016/0304-4068(74)90035-4. ISSN 0304-4068.
  7. ^ Föllmer, Hans; Schied, Alexander (1 October 2002). "Convex measures of risk and trading constraints". Finance and Stochastics. 6 (4): 429–447. doi:10.1007/s007800200072. ISSN 0949-2984.
  8. ^ Föllmer, H. (1981). "Calcul d'ito sans probabilites". Séminaire de Probabilités XV 1979/80. Springer Berlin Heidelberg. pp. 143–150. doi:10.1007/BFb0088364. eISSN 1617-9692. ISSN 0075-8434.


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