Concepedia

Samuel N. Cohen

SN

Statistics

Publications

14

Citations

552

H-Index

13

Active since

2008

Affiliations

University of Oxford(Current)

The University of Adelaide

University of Calgary

University of Edinburgh

Samuel N. Cohen is an author at University of Oxford specializing in stochastic processes, mathematics, and engineering.

Publications per year

2008–2022

14

Publications

14

Synthetic Data -- what, why and how?

J.B. Jordon, Łukasz Szpruch, Florimond Houssiau et al. · arXiv (Cornell University) · 2022 · 106 citations · Full text

Computing, Computer Science, Data Science +14

A general theory of finite state Backward Stochastic Difference Equations

Samuel N. Cohen, Robert J. Elliott · Stochastic Processes and their Applications · 2010 · 103 citations · Full text

Engineering, Mathematics, Probability Theory +11

Solutions of backward stochastic differential equations on Markov chains

Samuel N. Cohen, Robert J. Elliott · Communications on Stochastic Analysis · 2008 · 72 citations · Full text

Engineering, Mathematics, Probability Theory +15

Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations

Samuel N. Cohen, Robert J. Elliott · SIAM Journal on Control and Optimization · 2011 · 46 citations

Engineering, Mathematics, Probability Theory +13

Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces

Samuel N. Cohen · Electronic Journal of Probability · 2012 · 33 citations · Full text

Natural Sciences, Mathematics, Probability Theory +11

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