Frederi Viens

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Ciprian TudorVerificeret mail på univ-paris1.fr
Samy TindelMath, Purdue UniversityVerificeret mail på purdue.edu
Alexandra ChronopoulouClinical Associate Professor, University of Illinois at Urbana-ChampaignVerificeret mail på illinois.edu
Ionut FlorescuStevens Institute of TechnologyVerificeret mail på stevens.edu
Witold NazarewiczProfessor of Physics, Michigan State UniversityVerificeret mail på frib.msu.edu
Z.F. Li (李仲飞)Professor, Sun Yat-sen Business School, Sun Yat-sen UniveristyVerificeret mail på mail.sysu.edu.cn
khalifa Es-SebaiyAssociate Professor, Kuwait UniversityVerificeret mail på ku.edu.kw
soledad torresAcademica CIMFAV, Facultad de Ingeniería Universidad de ValparaísoVerificeret mail på uv.cl
Maria C MarianiChair and Professor of Mathematics, University of Texas at El PasoVerificeret mail på utep.edu
Bo LiWashington University in St. LouisVerificeret mail på wustl.edu
Ivan NourdinUniversity of LuxembourgVerificeret mail på uni.lu
Matt PlumleeAmazonVerificeret mail på amazon.com
R. J. FurnstahlProfessor of Physics, Ohio State UniversityVerificeret mail på osu.edu
Stefan M. WildBerkeley Lab, Applied Mathematics & Computational Research DivisionVerificeret mail på lbl.gov
Ulrich HeinzDistinguished University Professor, The Ohio State UniversityVerificeret mail på mps.ohio-state.edu
Luis A. BarbozaEscuela de Matemática-CIMPA, Universidad de Costa RicaVerificeret mail på ucr.ac.cr
Sieglinde SnappCIMMYTVerificeret mail på cgiar.org
Baron LawAgam CapitalVerificeret mail på agamcapital.com
Thomas HertelDistinguished Professor of Agricultural Economics, Purdue UniversityVerificeret mail på purdue.edu
Keith FuglieU.S. Department of AgriculureVerificeret mail på usda.gov

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Frederi Viens

Professor, Rice University

Verificeret mail på rice.edu


Titel Sortér efter henvisninger Sortér efter årstal Sortér efter titel	Citeret af Citeret af	År
Stochastic evolution equations with fractional Brownian motion S Tindel, CA Tudor, F Viens Probability Theory and Related Fields 127, 186-204, 2003	282	2003
Statistical aspects of the fractional stochastic calculus CA Tudor, FG Viens	206	2007
Bayesian approach to model-based extrapolation of nuclear observables L Neufcourt, Y Cao, W Nazarewicz, F Viens Physical Review C 98 (3), 034318, 2018	202	2018
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model B Yi, Z Li, FG Viens, Y Zeng Insurance: Mathematics and Economics 53 (3), 601-614, 2013	173	2013
Neutron drip line in the Ca region from Bayesian model averaging L Neufcourt, Y Cao, W Nazarewicz, E Olsen, F Viens Physical review letters 122 (6), 062502, 2019	166	2019
Density formula and concentration inequalities with Malliavin calculus I Nourdin, F Viens	146	2009
Estimation and pricing under long-memory stochastic volatility A Chronopoulou, FG Viens Annals of finance 8 (2), 379-403, 2012	137	2012
Variations and estimators for self-similarity parameters via Malliavin calculus CA Tudor, FG Viens	115	2009
Get on the BAND wagon: a Bayesian framework for quantifying model uncertainties in nuclear dynamics DR Phillips, RJ Furnstahl, U Heinz, T Maiti, W Nazarewicz, FM Nunes, ... Journal of Physics G: Nuclear and Particle Physics 48 (7), 072001, 2021	101	2021
R&D spending, knowledge capital, and agricultural productivity growth: A Bayesian approach ULC Baldos, FG Viens, TW Hertel, KO Fuglie American Journal of Agricultural Economics 101 (1), 291-310, 2019	94	2019
Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria B Yi, F Viens, Z Li, Y Zeng Scandinavian Actuarial Journal 2015 (8), 725-751, 2015	84	2015
Stochastic volatility: option pricing using a multinomial recombining tree I Florescu, FG Viens Applied Mathematical Finance 15 (2), 151-181, 2008	77	2008
Stochastic volatility and option pricing with long-memory in discrete and continuous time A Chronopoulou, FG Viens Quantitative Finance 12 (4), 635-649, 2012	71	2012
A martingale approach for fractional Brownian motions and related path dependent PDEs F Viens, J Zhang The Annals of Applied Probability 29 (6), 3489-3540, 2019	70	2019
Skorohod integration and stochastic calculus beyond the fractional Brownian scale O Mocioalca, F Viens Journal of Functional analysis 222 (2), 385-434, 2005	69	2005
Variations and Hurst index estimation for a Rosenblatt process using longer filters A Chronopoulou, FG Viens, CA Tudor	58	2009
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing A Gu, FG Viens, H Yao Insurance: Mathematics and Economics 80, 93-109, 2018	56	2018
Reconstructing past temperatures from natural proxies and estimated climate forcings using short-and long-memory models L Barboza, B Li, MP Tingley, FG Viens	56	2014
Optimal rates for parameter estimation of stationary Gaussian processes K Es-Sebaiy, FG Viens Stochastic Processes and their Applications 129 (9), 3018-3054, 2019	50	2019
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes A Chronopoulou, F Viens, C Tudor arXiv preprint arXiv:0807.1208, 2008	49	2008

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