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

Contact Information

Email: peng@sdu.edu.cn
Address:
School of Mathematics, Shandong University, 27, Shanda South Road, 250100, Jinan, China
Research Center for Mathematics and Interdisciplinary Sciences, 72 Binhai Road, Qingdao, China

Education

1985: Thèse de 3ème Cycle de l’Université de Paris–IX, France, 25, Nov. 1985
1986: Thèse de Docteur de l’Université de Provence, France, 12, Dec. 1986
1992: Diplôme d’Habilitation à Diriger des Recherches, Université de Provence, France, 1992

Professional Experience

1987-1989: Post Doctor, Institute of Mathematics, Fudan University, P. R. C.
1989-1990: Assistant Professor of Institute of Mathematics, Shandong University
1990-1991: Associated Professor of Institute of Mathematics Shandong University
1991:           Professor of Institute of Mathematics, Shandong University
1999-:          Distinguished Professor of Ministry of Education of China, (Cheung Kong Scholarship)
2010-:           Professor of 1st class, School of Mathematics, Shandong University.

Overseas Visiting Experience

The University of Chicago, US (10/2019-11/2019)
University of Oxford, UK (01/2013-02/2013, 07/2019-09/2019)
National Technical University of Athens, Greece (07/2018-08/2018)
The University of Edinburgh, UK (07/2017-08/2017)
Bielefeld University, German (12/2017, 04/2008-09/2008)
Loughborough University, UK (12/2016, 03/2003-04/2003)
University of Technology Sydney, Australia (12/2015)
Princeton University, US (03/2014-05/2014, 03/2013-05/2013, 03/2012-05/2012)
National University of Singapore, Singapore (06/2013-07/2013)
Aix-Marseille University, France (02/2013)
Linnaeus University, Sweden (05/2012)
University of Paris I, France (01/2011-03/2011)
Université de Rennes, France (03/2010-04/2010, 01/2003-03/2003, 01/1998-05/1998)
University of Paris VI, France (03/2009)
University de Chile, Chile (12/2008)
Columbia University, US (10/2008-11/2008)
Bielefeld University, Germany (04/2008-09/2008)
Osaka University, Japan (04/2008-09/2008, 05/2007-06/2007, 02/2002-03/2002, 10/2000-11/2000)
Le Mans Université, France (04/2008-09/2008, 03/1999-06/1999, 01/1998-05/1998, 02/1996-07/1996, 03/1995-06/1995)
New York University, US (07/2007-09/2007)
Osaka University, Japan (05/2007-06/2007, 02/2002-03/2002, 10/2000-11/2000)
Université d'Évry, France (11/2004-02/2005)
The ENS, France (03/2005-04/2005)
ETH, Switzerland (10/2004-11/2004)
Istituto Tecnico Superiore, Italy (07/2003-08/2003)
Blaise Pascal University, France (02/1996-07/1996)
Université de Provence, France (05/1994-07/1994, 04/1991-07/1991)

Research Interests

Nonlinear expectations and Stochastic calculus
Mathematical finance: nonlinear option pricing and risk measurement
Theory of stochastic differential games
Recursive Utilities under Risk and Uncertainty
Stochastic control systems
Controllability of stochastic control systems
Stochastic and deterministic partial differential equations
Singular perturbations method for stochastic systems