Frederi Viens
Fixed Term Professor, Department of Statistics & Probability
Location: Wells Hall
Email: viens@msu.edu
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)