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Tao Chen

1 paper here

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author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • math.PR1
ORCID 0000-0003-4110-0529

identity via Semantic Scholar / OpenAlex

most citedChoquet expectation and Peng's g-expectation

67 citations · 67 across the 1 of their papers we have counts for

collaborators

1 paper

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.