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Present Position |
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- Professor of Mathematics, Shandong University
- Distinguished Professor of Ministry of Education of China, (Cheung Kong Scholarship Program)
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Membership |
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- Member of Chinese Academy of Sciences
- Committee Member of Tianyuan Foundation in Mathematics
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Awards and Honours |
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- 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
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Research |
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- 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
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Contact |
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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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