Hans Föllmer

Hans Föllmer (20 May 1941 in Heiligenstadt, Thuringia, Germany) is a German mathematician, currently professor emeritus at the Humboldt University of Berlin, 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. In 2007 he became doctor honoris causa at the Paris Dauphine University.

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

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

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

The Föllmer process, a stochastic process first considered by Erwin Schrödinger but formulated in the language of stochastic differential equations by Föllmer, is named after him. In mathematical finance, the Föllmer-Schweizer decomposition is named after him and Martin Schweizer.

Main scientific works