Frederi Viens

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

Frederi Viens

Professor, Rice University

Verified email at rice.edu


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Stochastic evolution equations with fractional Brownian motion S Tindel, CA Tudor, F Viens Probability Theory and Related Fields 127, 186-204, 2003	287	2003
Bayesian approach to model-based extrapolation of nuclear observables L Neufcourt, Y Cao, W Nazarewicz, F Viens Physical Review C 98 (3), 034318, 2018	207	2018
Statistical aspects of the fractional stochastic calculus CA Tudor, FG Viens	202	2007
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	168	2019
Density formula and concentration inequalities with Malliavin calculus I Nourdin, F Viens	144	2009
Estimation and pricing under long-memory stochastic volatility A Chronopoulou, FG Viens Annals of finance 8 (2), 379-403, 2012	140	2012
Variations and estimators for self-similarity parameters via Malliavin calculus CA Tudor, FG Viens	114	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	103	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	92	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	83	2015
Stochastic volatility: option pricing using a multinomial recombining tree I Florescu, FG Viens Applied Mathematical Finance 15 (2), 151-181, 2008	78	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	69	2019
Skorohod integration and stochastic calculus beyond the fractional Brownian scale O Mocioalca, F Viens Journal of Functional analysis 222 (2), 385-434, 2005	66	2005
Reconstructing past temperatures from natural proxies and estimated climate forcings using short-and long-memory models L Barboza, B Li, MP Tingley, FG Viens	57	2014
Variations and Hurst index estimation for a Rosenblatt process using longer filters A Chronopoulou, FG Viens, CA Tudor	57	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	55	2018
Optimal rates for parameter estimation of stationary Gaussian processes K Es-Sebaiy, FG Viens Stochastic Processes and their Applications 129 (9), 3018-3054, 2019	49	2019
Itô formula and local time for the fractional Brownian sheet C Tudor, F Viens	49	2003

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