Shige Peng#
| Membership Number: | 6639 |
| Membership type: | FOREIGN |
| Section: | MATHEMATICS |
| Elected: | 2023 |
| Main Country of Residence: | CHINA |
| Homepage(s): | https://www.sdu.edu.cn/ |
Present and Previous Positions
- 2010 - 2023 Professor of 1st class, School of Mathematics, Shandong University, China
- 1999 - 2023 Distinguished Professor of Ministry of Education of China, (Cheung Kong Scholarship)
- 1990 - 1991 Associated Professor of Institute of Mathematics Shandong University, China
- 1989 - 1990 Assistant Professor of Institute of Mathematics, Shandong University, China
- 1987 - 1989 Post Doctor, Institute of Mathematics, Fudan University, China
Fields of Scholarship
- Nonlinear expectations and stochastic calculus
- Probability theory
- Nonlinear partial differential equations of parabolic and elliptic types
- Recursive utilities under risk and uncertainty
- Stochastic control systems
- Mathematical finance: nonlinear option pricing and risk measurement
- Theory of stochastic differential games
- Backward stochastic differential equations
Honours and Awards
- 2020 Future Science Awards
- 2016 Qiushi Outstanding Scientist Award
- 2011 Princeton Global Scholar 2011-2013
- 2011 Hua Luogeng Mathematics Award
- 2010 Plenary Speaker of ICM (International Congress of Mathematicians), 2010, Hyderabad, India
- 2008 Tan Kah Kee Award
- 2007 He Liang He Li Science and Technology Progress Award
- 2006 First Su Buqing Applied Mathematics Award, Chinese Society of Industry and Applied Mathematics
- 2005, Academician, Chinese Academy of Sciences
- 2003 Shandong Provincial Highest Science and Technology Award
- 1995 Chinese National Natural Science Prize (second class)
- 1994 State Education Commission Award for Scientific and Technological Progress (first class)
