Shige Peng

 

 

Shige Peng

Professor of Mathematics, Shandong University

Academician of the Chinese Academy of Sciences

   Present Position  
 
  • Professor of Mathematics, Shandong University
  • Distinguished Professor of Ministry of Education of China, (Cheung Kong Scholarship Program)

  

Membership

 
  • Member of Chinese Academy of Sciences
  • Committee Member of Tianyuan Foundation in Mathematics

  

Awards and Honours

 
  • Top Prize of Science and Technology of Shandong Province, China, 2003
  • Natural Science Prize of China 1995, 2nd Prize
  • 1st Prize of Science and Technology of Education Committee of China, 1994
  Research
 
  • Nonlinear expectations and Stochastic calculus
  • Mathematical finance: Option pricing and risk measurement
  • Theory of stochastic differential games
  • Recursive Utilities under Risk and Uncertainty
  • Stochastic and deterministic optimal control systems
  • Controllability of stochastic control systems
  • Stochastic and deterministic partial differential equations
  • Singular perturbations method for stochastic systems
   Contact  
 

        Present Address:
            Institute of Mathematics,
            Shandong University,
            250100, Jinan, P.R.China

Tel: 86-531-88364100 (Office)
Fax: 86-531-88564100
Email: peng@sdu.edu.cn

   
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