papers
Publications (17)
math.ST2016
Optimal rates for parameter estimation of stationary Gaussian processes
Khalifa Es-Sebaiy, Frederi Viens
math.PR2008
Superdiffusivity for a Brownian polymer in a continuous Gaussian environment
Sérgio Bezerra, Samy Tindel, Frederi Viens
math.PR2018
A Martingale Approach for Fractional Brownian Motions and Related Path Dependent PDEs
Frederi Viens, Jianfeng Zhang
math.PR2010
General upper and lower tail estimates using Malliavin calculus and Stein's equations
Richard Eden, Frederi Viens
q-fin.MF2016
Small-time asymptotics for Gaussian self-similar stochastic volatility models
Archil Gulisashvili, Frederi Viens, Xin Zhang
math.PR2012
Gaussian and non-Gaussian processes of zero power variation
Francesco Russo, Frederi Viens
math.PR2010
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
Alexandra Chronopoulou, Frederi Viens, Ciprian Tudor
math.PR2016
A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences
Leo Neufcourt, Frederi Viens
q-fin.MF2017
Extreme-Strike Asymptotics for General Gaussian Stochastic Volatility Models
Archil Gulisashvili, Frederi Viens, Xin Zhang
math.PR2009
Variations and Hurst index estimation for a Rosenblatt process using longer filters
Alexandra Chronopoulou, Ciprian Tudor, Frederi Viens
math.PR2007
The fractional stochastic heat equation on the circle: Time regularity and potential theory
Eulalia Nualart, Frederi Viens
math.PR2009
Variations and estimators for the selfsimilarity order through Malliavin calculus
Ciprian Tudor, Frederi Viens
math.PR2007
Sharp asymptotics for the partition function of some continuous-time directed polymers
Agnese Cadel, Samy Tindel, Frederi Viens
nucl-th2018
Bayesian approach to model-based extrapolation of nuclear observables
Léo Neufcourt, Yuchen Cao, Witold Nazarewicz +1
math.PR2013
Comparison inequalities on Wiener space
Ivan Nourdin, Giovanni Peccati, Frederi Viens
math.PR2014
Gaussian and non-Gaussian processes of zero power variation, and related stochastic calculus
Francesco Russo, Frederi Viens
math.PR2007
Superdiffusive behavior for a Brownian polymer in a Gaussian medium
Sergio De Carvalho Bezerra, Samy Tindel, Frederi Viens