Tao Chen 陈陶

Visting Assistant Professor
Department of Statistics and Applied Probability
University of California, Santa Barbara

I received my PhD in August, 2016 from Department of Applied Mathematics, Illinois Institute of Technology supervised by Tomasz Bielecki and Igor Cialenco. I also hold a master’s degree in Applied Mathematics and Mathematical Finance. Currently I am a faculty member of Department of Statistics and Applied Probability and Center for Financial Mathematics & Actuarial Research, at University of California, Santa Barbara.

Office: South Hall 5519
Email: tchen(at)pstat(dot)ucsb(dot)edu
Mailing Address:
South Hall 5607A
Department of Statistics and Applied Probability
University of California, Santa Barbara
Santa Barbara, CA 93106

Research Interests
Stochastic Processes, Stochastic Analysis, and Mathematical Finance
Performance Measures, Risk Measures, and Conic Finance
Stochastic Control and Robust Methods
Statistical Inference for Stochastic Processes