Shigē Péng - Concepedia

Author

Shigē Péng

Also Known As

Dr. Shige Peng, Peng, Shi-Ge, Peng, Shige, S Peng, S. Peng, S.G. Peng, SHIGE PENG, Shaocong Peng, Shi-Ge Peng, Shi-ge Peng

209

Publications

18.8K

Citations

H-Index

Concepts

All Affiliations

Shandong University Academy of Mathematics and Systems Science Université de Rennes Institut de recherche mathématique de Rennes Fudan University

About

Shigē Péng is an author at Shandong University specializing in engineering, stochastic calculus, and probability theory.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	40	55	10.5K
2	Business	8	8	3K
3	Natural Sciences	5	5	421
4	Computer Engineering	3	3	240
5	Management	1	1	31

Shigē Péng

Publications

16.1K

Citations

H-Index

Page 1

	Year	Citations
Adapted solution of a backward stochastic differential equation Étienne Pardoux, Shigē Péng Systems & Control Letters Stochastic Differential EquationStochastic Differential EquationsStochastic Dynamical SystemAdapted Solution	1990	2.7K
Backward Stochastic Differential Equations in Finance Nicole El Karoui, Shigē Péng, M.C. Quenez Mathematical Finance EconomicsEngineeringAsset PricingDerivative PricingStochastic Calculus	1997	2.3K
A General Stochastic Maximum Principle for Optimal Control Problems Shigē Péng SIAM Journal on Control and Optimization Mathematical ProgrammingControl VariableEngineeringOptimal Control ProblemsDiffusion Coefficient	1990	792
Reflected solutions of backward SDE's, and related obstacle problems for PDE's Nicole El Karoui, C. Kapoudjian, Étienne Pardoux, The Annals of Probability Numerical AnalysisEngineeringRelated Obstacle ProblemsStochastic AnalysisFixed Point Argument	1997	710
Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths Laurent Denis, Mingshang Hu, Shigē Péng Potential Analysis EngineeringIntegrable ProbabilityStochastic ProcessesStochastic CalculusFunction Spaces	2010	577
Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation Shigē Péng Stochastic Processes and their Applications EngineeringStochastic ProcessesStochastic CalculusProbability TheoryBrownian Motion	2008	569
Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control Shigē Péng, Zhen Wu SIAM Journal on Control and Optimization Optimal ControlEngineeringStochastic ProcessesMathematical Control TheoryStochastic System	1999	508
Solution of forward-backward stochastic differential equations Ying Hu, Shigē Péng Probability Theory and Related Fields Stochastic Dynamical SystemStochastic Differential EquationsStochastic CalculusStochastic Differential Equation	1995	414
Backward stochastic differential equations and applications to optimal control Shigē Péng Applied Mathematics & Optimization Stochastic Differential EquationStochastic ControlSystems Engineering	1993	411
Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type Shigē Péng Probability Theory and Related Fields EngineeringDoob–meyers TypeMonotonic Limit TheoremFunctional AnalysisNonlinear Functional Analysis	1999	355

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