position:  Home > People > Staff > Peng Shige

Peng Shige

Academician of the Chinese Academy of Sciences

Professor of Mathematics, Shandong University

Research Interest

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


Address: Zhongtai Securities Institute for Financial Studies, Shandong University

No.27 Shanda Nanlu, Jinan, Shandong, P.R.China 250100

Phone: +86-531-88364100


Copyright:Shandong University Zhongtai Securities Institute for Financial Studies
Address: 27 Shanda South Road, Jinan City, Shandong Province, China Postcode: 250100 Telephone: 0531-88364100 E-mail: