Concepedia

Shigē Péng

SP

Statistics

Publications

92

Citations

16.5K

H-Index

50

Active since

1990

Affiliations

Shandong University(Current)

Academy of Mathematics and Systems Science

Université de Rennes

Institut de recherche mathématique de Rennes

Fudan University

Shigē Péng is an author at Shandong University specializing in stochastic processes, mathematics, and stochastic calculus.

Publications per year

1990–2022

92

Publications

92

Adapted solution of a backward stochastic differential equation

Étienne Pardoux, Shigē Péng · Systems & Control Letters · 1990 · 2.8K citations

Engineering, Mathematics, Differential Equations +9

Backward Stochastic Differential Equations in Finance

Nicole El Karoui, Shigē Péng, M.C. Quenez · Mathematical Finance · 1997 · 2.4K citations

Engineering, Economics, Finance +10

A General Stochastic Maximum Principle for Optimal Control Problems

Shigē Péng · SIAM Journal on Control and Optimization · 1990 · 803 citations

Natural Sciences, Mathematics, Optimization +14

Reflected solutions of backward SDE's, and related obstacle problems for PDE's

Nicole El Karoui, C. Kapoudjian, Étienne Pardoux et al. · The Annals of Probability · 1997 · 726 citations

Engineering, Mathematics, Probability Theory +16

Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths

Laurent Denis, Mingshang Hu, Shigē Péng · Potential Analysis · 2010 · 590 citations

Engineering, Mathematics, Probability Theory +12

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