Frederi Viens
Chair and Professor: Department of Statistics and Probability
Interim Director: Actuarial Science Program
Adjunct Director: Center for Statistical Training and Consulting
C415 Wells Hall | 517-432-7097 | viens@stt.msu.edu
Research Interests:
Probability Theory and Stochastic Analysis:
- Stochastic PDEs
- Malliavin Calculus
- Regularity of Random Fields
- Fractional Brownian Motion
- Stochastic Volatility
- Monte-Carlo and particle methods
- Nonlinear Stochastic Filtering
- Products of Random Matrices
- Stochastic control
Other Fields
- Quantitative Finance
- Actuarial Science
- Climate Science
- Spin Glasses
- Parameter estimation
- Bayesian statistics
- Time Series
- Land use, food security
- Hydrology
- Nuclear physics
- Personalized human medicine