Peng Shige

E289326

Peng Shige is a prominent Chinese mathematician renowned for his foundational contributions to stochastic analysis and backward stochastic differential equations.

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Peng Shige canonical 2

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Predicate Object
instanceOf Chinese mathematician
human
mathematician
academicDiscipline stochastic processes
affiliation Shandong University
surface form: School of Mathematics, Shandong University
awardReceived Hua Loo-Keng Prize in Mathematics
State Natural Science Award of China
coAuthor Étienne Pardoux
countryOfEmployment China
dateOfBirth 1947
educatedAt Fudan University
Shandong University
employer Shandong University
familyName Peng
fieldOfWork backward stochastic differential equations
mathematical finance
mathematics
probability theory
stochastic analysis
stochastic control
gender male
givenName Shige
hasAcademicAdvisor Zheng Zhemin
hasStudent Hu Yong
Ji Shaolin
Liang Guo
knownFor contributions to nonlinear expectations
contributions to stochastic analysis
foundational work on backward stochastic differential equations
introduction of G-expectation
work on G-Brownian motion
languageOfWorkOrName Chinese
memberOf Chinese Academy of Sciences
name Peng Shige self-link
nationality China
notableConcept G-Brownian motion
G-expectation
notableWork papers on backward stochastic differential equations with Pardoux
occupation university professor
placeOfBirth China
positionHeld professor at Shandong University
researchInterest nonlinear expectations
risk measures in finance
stochastic control theory
workLocation Jinan

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Full triples — surface form annotated when it differs from this entity's canonical label.

Peng hasNotableBearer Peng Shige
Peng Shige name Peng Shige self-link