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researcher

H. Chiu

4 papers hereh-index 335 citations5 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • q-fin.MF2
same name
  • H. Chiu — 2 papers, h 3
  • H. Chiu — 1 paper, h 2
  • H. Chiu — 1 paper, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20182024
most citedOn pathwise quadratic variation for cadlag functions

13 citations · 16 across the 4 of their papers we have counts for

collaborators
Showing 2019 · math.PRShow all

1 paper · 2 filters

math.PR2019

Causal functional calculus

Henry Chiu, Rama Cont

We construct a new topology on the space of stopped paths and introduce a calculus for causal functionals on generic domains of this space. We propose a generic approach to pathwis…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.