Welcome to Research Center for Mathematics and Interdisciplinary Sciences (Frontiers Science Center for Nonlinear Expectations)!

Shige PENG

Academician of the Chinese Academy of Sciences
Professor of 1st class

Dean of Research Center for Mathematics and Interdisciplinary Sciences

Research Center for Mathematics and Interdisciplinary Sciences
School of Mathematics
Shandong University


Shige Peng has received his PhD in 1985 at University Paris-Dauphine, in the direction of mathematics and informatics, and 1986 at University de Marseille, in the direction of applied mathematics. He jointed Institute of Mathematics of Fudan University (Shanghai) as a two-year post-doc position during 1997-1999. He then come back his homeland Jinan as assistant associated professor in 1990 and full professor 1991. His main researches are in the domains of stochastic optimal controls, backward stochastic differential equations and the corresponding partial differential equations, stochastic HJB equations. Recently he is interested in the theoretical foundation of nonlinear expectations.