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Frederi Viens

Professor: Department of Statistics and Probability
Interim Director: Actuarial Science Program
Adjunct Director: Center for Statistical Training and Consulting

C439 Wells Hall  |  517-432-5412  |  viens@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

 

Curriculum Vitae