| Stochastic evolution equations with fractional Brownian motion S Tindel, CA Tudor, F Viens Probability Theory and Related Fields 127, 186-204, 2003 | 274 | 2003 |
| Statistical aspects of the fractional stochastic calculus CA Tudor, FG Viens | 192 | 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 | 177 | 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 | 159 | 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 | 143 | 2019 |
| Density formula and concentration inequalities with Malliavin calculus I Nourdin, F Viens | 130 | 2009 |
| Estimation and pricing under long-memory stochastic volatility A Chronopoulou, FG Viens Annals of finance 8 (2), 379-403, 2012 | 127 | 2012 |
| Variations and estimators for self-similarity parameters via Malliavin calculus CA Tudor, FG Viens | 109 | 2009 |
| 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 | 84 | 2019 |
| 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 | 76 | 2021 |
| 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 | 75 | 2015 |
| Stochastic volatility: option pricing using a multinomial recombining tree I Florescu, FG Viens Applied Mathematical Finance 15 (2), 151-181, 2008 | 73 | 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 | 69 | 2012 |
| 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 |
| 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 | 57 | 2019 |
| Reconstructing past temperatures from natural proxies and estimated climate forcings using short-and long-memory models L Barboza, B Li, MP Tingley, FG Viens | 53 | 2014 |
| Variations and Hurst index estimation for a Rosenblatt process using longer filters A Chronopoulou, FG Viens, CA Tudor | 52 | 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 | 50 | 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 | 48 | 2019 |
| Itô formula and local time for the fractional Brownian sheet C Tudor, F Viens | 48 | 2003 |
