Frederi G Viens
Publications listed in MathSciNet
| [1] | Ionut Florescu and Frederi Viens. Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space. Probab. Theory Related Fields, 135(4):603-644, 2006. |
| [2] | Yalçin Sarol and Frederi Viens. Time regularity of the evolution solution to the fractional stochastic heat equation. Discrete Contin. Dyn. Syst. Ser. B, 6(4):895-910 (electronic), 2006. |
| [3] | Ionut Florescu and Frederi Viens. A binomial tree approach to stochastic volatility driven model of the stock price. An. Univ. Craiova Ser. Mat. Inform., 32:126-142, 2005. |
| [4] | Samy Tindel and Frederi Viens. Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients' spatial regularity. Potential Anal., 22(2):101-125, 2005. |
| [5] | Oana Mocioalca and Frederi Viens. Skorohod integration and stochastic calculus beyond the fractional Brownian scale. J. Funct. Anal., 222(2):385-434, 2005. |
| [6] | S. Tindel, C. A. Tudor, and F. Viens. Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation. J. Funct. Anal., 217(2):280-313, 2004. |
| [7] | Samy Tindel and Frederi Viens. Convergence of a branching and interacting particle system to the solution of a nonlinear stochastic PDE. Random Oper. Stochastic Equations, 12(2):129-144, 2004. |
| [8] | S. Tindel, C. A. Tudor, and F. Viens. Stochastic evolution equations with fractional Brownian motion. Probab. Theory Related Fields, 127(2):186-204, 2003. |
| [9] | Ciprian A. Tudor and Frederi G. Viens. Itô formula and local time for the fractional Brownian sheet. Electron. J. Probab., 8:no. 14, 31 pp. (electronic), 2003. |
| [10] | S. Tindel and F. Viens. Regularity conditions for parabolic SPDEs on Lie groups. In Seminar on Stochastic Analysis, Random Fields and Applications, III (Ascona, 1999), volume 52 of Progr. Probab., pages 269-291. Birkhäuser, Basel, 2002. |
| [11] | Subhendu B. Hazra and Frederi G. Viens. Towards pathwise stochastic fast dynamo in magneto-hydrodynamics. In Numerical methods and stochastics (Toronto, ON, 1999), volume 34 of Fields Inst. Commun., pages 75-89. Amer. Math. Soc., Providence, RI, 2002. |
| [12] | Samy Tindel and Frederi Viens. Almost sure exponential behaviour for a parabolic SPDE on a manifold. Stochastic Process. Appl., 100:53-74, 2002. |
| [13] | David Nualart and Frederi Viens. Evolution equation of a stochastic semigroup with white-noise drift. Ann. Probab., 28(1):36-73, 2000. |
| [14] | E. Alòs, D. Nualart, and F. Viens. Stochastic heat equation with white-noise drift. Ann. Inst. H. Poincaré Probab. Statist., 36(2):181-218, 2000. |
| [15] | Samy Tindel and Frederi Viens. On space-time regularity for the stochastic heat equation on Lie groups. J. Funct. Anal., 169(2):559-603, 1999. |
| [16] | Rami Atar, Frederi Viens, and Ofer Zeitouni. Robustness of Zakai's equation via Feynman-Kac representations. In Stochastic analysis, control, optimization and applications, Systems Control Found. Appl., pages 339-352. Birkhäuser Boston, Boston, MA, 1999. |
| [17] | René A. Carmona and Frederi G. Viens. Almost-sure exponential behavior of a stochastic Anderson model with continuous space parameter. Stochastics Stochastics Rep., 62(3-4):251-273, 1998. |
| [18] | René Carmona, Frederi G. Viens, and S. A. Molchanov. Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation. Random Oper. Stochastic Equations, 4(1):43-49, 1996. |