Hans Föllmer

{{short description|German mathematician}}

{{BLP sources|date=July 2020}}

Image:Hans_Föllmer_2006.jpg

Hans Föllmer (20 May 1941 in Heiligenstadt, Thuringia, Germany) is a German mathematician, currently professor emeritus at the Humboldt University of Berlin,{{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 }}{{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}} 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.{{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}} In 2007 he became doctor honoris causa at the Paris Dauphine University.{{cite web | last1=Hasani | first1=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}}

Hans Föllmer is widely known for his contributions to probability theory, stochastic analysis {{cite book | title = Lecture Notes in Mathematics | last1 = Föllmer | first1 = Hans | chapter = Random fields and diffusion processes | date = 1988 | volume = 1362 | pages = 101–203 | publisher = Springer Berlin Heidelberg | issn = 0075-8434 | eissn = 1617-9692 | doi = 10.1007/BFb0086180 | isbn = 978-3-540-50549-5 | url = }} and mathematical finance.

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

In mathematical finance, he made fundamental contributions to the theory of risk measures{{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 = | s2cid = 1729029 | url = http://edoc.hu-berlin.de/18452/4274| hdl = 10419/62741 | hdl-access = free }} and the hedging of contingent claims.