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researcher

Tao Chen

7 papers hereh-index 172k citations101 works total

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

author position
  • first author2
  • middle author4
  • last author1

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.OC5
  • math.PR1
  • q-fin.PR1
same name
  • Tao Chen — 49 papers, h 49
  • Tao Chen — 37 papers, h 25
  • Tao Chen — 30 papers, h 14
  • Tao Chen — 17 papers, h 10
  • Tao Chen — 16 papers, h 3
  • Tao Chen — 16 papers, h 5

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
20052021
most citedChoquet expectation and Peng's g-expectation

67 citations · 68 across the 5 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2005★ 67 cited

Choquet expectation and Peng's g-expectation

Zengjing Chen, Tao Chen, Matt Davison

In this paper we consider two ways to generalize the mathematical expectation of a random variable, the Choquet expectation and Peng's g-expectation. An open question has been, aft…

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