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Peng Shige information


Peng Shige
彭实戈
Born (1947-12-08) December 8, 1947 (age 76)
Binzhou, Shandong, China
Alma materShandong University
Paris Dauphine University
University of Provence
Fudan University
Known forBSDE
Mathematical Finance
Scientific career
FieldsMathematics
Mathematical Finance
InstitutionsShandong University
Fudan University
Chinese Academy of Sciences
Chinese name
Traditional Chinese彭實戈
Simplified Chinese彭实戈

Peng Shige (Chinese: 彭实戈, born December 8, 1947, in Binzhou, Shandong) is a Chinese mathematician noted for his contributions in stochastic analysis and mathematical finance.

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Peng Shige

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Peng Shige (Chinese: 彭实戈, born December 8, 1947, in Binzhou, Shandong) is a Chinese mathematician noted for his contributions in stochastic analysis and...

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Shige

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Japanese footballer Yukio Shige (茂幸雄; born mid-1940s), Japanese police officer Yumiko Shige (重 由美子; 1965–2018), Japanese sailor Peng Shige (彭实戈; born 1947), Chinese...

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Nonlinear expectation

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Chains: for the prediction of events undergoing model uncertainties. Peng, Shige (2017). "Theory, methods and meaning of nonlinear expectation theory"...

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List of Chinese mathematicians

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Chen Jingrun: 1933–1996 Pan Chengdong: 1934–1997 Yum-Tong Siu: b. 1943 Peng Shige: b. 1947 Shing-Tung Yau: b. 1949, Fields medal recipient Yitang Zhang:...

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Peng Pai

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nuclear propulsion and Nuclear Power Engineering. Peng Shige, a grandson of Peng Pai's elder brother Peng Hanyuan, is a distinguished mathematician and an...

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List of quantitative analysts

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computer scientist and computational biochemist who founded D. E. Shaw & Co. Peng Shige, (born 1947), Chinese, mathematician noted for his contributions in stochastic...

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Nicole El Karoui

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1111/1467-9965.00047. S2CID 15356566. El Karoui, Nicole; Quenez, Marie-Claire; Peng, Shige (1997). "Backward Stochastic Differential Equations in Finance". Mathematical...

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Bai Yilong

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Peiyuan Mechanics Award [zh] 1999 Succeeded by Huang Yongnian Preceded by Peng Shige Recipient of the Mathematical Science Award of the Chen Jiageng Science...

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Backward stochastic differential equation

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Jean-Michel Bismut in 1973 in the linear case and by Étienne Pardoux and Shige Peng in 1990 in the nonlinear case. Fix a terminal time T > 0 {\displaystyle...

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Future Science Prize

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2023-11-23. "2020 The Mathematics and Computer Science Prize Laureates —— Shige PENG - Home-Future Science Prize". www.futureprize.org. Retrieved 2023-11-23...

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Shandong University

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and author of short stories, winner of Nobel Prize in Literature 2012 Peng Shige (1947– ), mathematician contributed to stochastic analysis and mathematical...

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List of International Congresses of Mathematicians Plenary and Invited Speakers

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Pacard Raman Parimala Jongil Park Pablo A. Parrilo A.N. Parshin Mihai Paun Peng Shige Ya'acov Peterzil [de] Kim Plofker Jeremy Quastel Eric Rains Zinovy Reichstein...

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List of members of the Chinese Academy of Sciences

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Ruibao Xie Sishen Zhang Jie Zhu Bangfen 2005 Chen Hesheng Gong Changde Peng Shige Wang Dingsheng Wang Shicheng Zan Wenlong Zhang Jialü Zhang Yuheng 2007...

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Alain Bensoussan

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which he then extended to differential sets. His former students include Peng Shige, Guy Pujolle, Étienne Pardoux, Jean-Michel Lasry. Member of the French...

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Great Leap Forward

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1016/j.jhealeco.2006.12.006. PMID 17289187. Retrieved 22 April 2024. Song, Shige (2010). "Mortality consequences of the 1959–1961 Great Leap Forward famine...

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Zhao Shiyan

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couple had two sons, Zhao Shige (赵施格) and Zhao Lingchao (赵令超). Zhao's sister Zhao Juntao married Li Shuoxun. Their son, Li Peng served as China's premier...

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Disability in China

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from the original on 13 October 2014. Retrieved 12 October 2014. Peng, Xiaoxia; Song, Shige (13 August 2010). "Ageing, the Urban-Rural Gap and Disability...

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Liang Jingfeng

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translated and edited by Liang Jingfeng) Dang ai fasheng shi... Xiyang shige changpian zhan (當愛發聲時... 西洋詩歌唱片展 / When Love speaks... Sound Disc Exhibition...

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Deaths in December 2018

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Seymour, 86, British production designer (Alien), BAFTA winner (1980). Yumiko Shige, 53, Japanese sailor, Olympic silver medallist (1996), breast cancer. Dick...

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List of Hunan Television dramas in 2012

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2.23 espionage 4 June Qing Ci 青瓷 40 Wang Zhiwen, Zhang Guoli, Han Yuqin, Wang Haiyan "Chufei Shige Meng" (Sun Hao, Zhang Yao) 0.86 business, romance...

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List of the first women holders of political offices in Asia

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– Tokyo Prefecture – Yuriko Koike – 2016 Minister of the Environment – Shige Ishimoto – 1984 Minister of Justice – Ritsuko Nagao – 1996 Foreign minister...

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List of shipwrecks in 1937

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aground near the Songvår Lighthouse, Norway and sank with the loss of all hands. Shige Maru  Japan The coaster sank off Idzu with the loss of all hands....

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