Tao Chen 陈陶

Postdoctoral Assistant Professor
Department of Mathematics
University of Michigan, Ann Arbor

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 Mathematics at University of Michigan, Ann Arbor.

Office: East Hall Room 2859
Email: chenta(at)umich(dot)edu
Mailing Address:
2074 East Hall
530 Church Street
Ann Arbor, MI 48109-1043

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