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@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