Peng Shige

E289326

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

All labels observed (1)

Label Occurrences
Peng Shige canonical 3

How this entity was disambiguated

Statements (45)

Predicate Object
instanceOf Chinese mathematician ⓘ
human ⓘ
mathematician ⓘ
academicDiscipline stochastic processes ⓘ
affiliation School of Mathematics, Shandong University ⓘ
linked to: 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 ⓘ
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 ⓘ

How these facts were elicited

Referenced by (3)

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

Peng → hasNotableBearer → Peng Shige ⓘ
Peng Shige → name → Peng Shige ⓘ
Hu Yong → studentOf → Peng Shige ⓘ