Frederi Viens

Professor, Department of Statistics & Probability
Location: C439 Wells Hall
Profile photo of  Frederi Viens
Photo of: Frederi Viens

Bio

###Research Interests
* 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

###Links
[CV](https://stt.msu.edu/users/viens/CV-Viens22.pdf)