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Peng Shige, the Glossary

Peng Shige (born December 8, 1947, in Binzhou, Shandong) is a Chinese mathematician noted for his contributions in stochastic analysis and mathematical finance.^[1]

42 relations: Abel Prize, Étienne Pardoux, Backward stochastic differential equation, Bernt Øksendal, Binzhou, Black–Scholes model, China, China Daily, Chinese Academy of Sciences, Down to the Countryside Movement, Feynman–Kac formula, France, Fudan University, Future Science Prize, G-expectation, Haifeng County, Hamilton–Jacobi–Bellman equation, Hyderabad, International Congress of Mathematicians, International Congress on Industrial and Applied Mathematics, Jacques-Louis Lions, Jean-Michel Bismut, Mathematical finance, Mathematician, Mathematics, Nonlinear expectation, Optimal control, Paris Dauphine University, Partial differential equation, Peng (surname), Peng Pai, People's Daily, Princeton University, Risk measure, Sent-down youth, Shandong, Shandong University, Stochastic calculus, University of Provence, Utility, Viscosity solution, Xiamen University.
Academic staff of Shandong University
Mathematicians from Shandong
People from Binzhou
University of Provence alumni

Abel Prize

The Abel Prize (Abelprisen) is awarded annually by the King of Norway to one or more outstanding mathematicians.

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Étienne Pardoux

Étienne Pardoux (born 1947) is a French mathematician working in the field of Stochastic analysis, in particular Stochastic partial differential equations.

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Backward stochastic differential equation

A backward stochastic differential equation (BSDE) is a stochastic differential equation with a terminal condition in which the solution is required to be adapted with respect to an underlying filtration.

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Bernt Øksendal

Bernt Karsten Øksendal (born 10 April 1945 in Fredrikstad) is a Norwegian mathematician.

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Binzhou

Binzhou, formerly Putai, is a prefecture-level city in northern Shandong Province in the People's Republic of China.

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Black–Scholes model

The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments.

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China

China, officially the People's Republic of China (PRC), is a country in East Asia.

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China Daily

China Daily is an English-language daily newspaper owned by the Publicity Department of the Chinese Communist Party.

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Chinese Academy of Sciences

The Chinese Academy of Sciences (CAS) is the national academy for natural sciences and the highest consultancy for science and technology of the People's Republic of China.

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Down to the Countryside Movement

The Up to the Mountains and Down to the Countryside Movement, often known simply as the Down to the Countryside Movement, was a policy instituted in the People's Republic of China between the mid-1950s and 1978.

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Feynman–Kac formula

The Feynman–Kac formula, named after Richard Feynman and Mark Kac, establishes a link between parabolic partial differential equations and stochastic processes.

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France

France, officially the French Republic, is a country located primarily in Western Europe.

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Fudan University

Fudan University is a public university in Shanghai, China.

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Future Science Prize

The Future Science Prize (未來科學大獎) is a scientific award established in January 2016 by the Future Forum, a non-profit organization based in mainland China.

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G-expectation

In probability theory, the g-expectation is a nonlinear expectation based on a backwards stochastic differential equation (BSDE) originally developed by Shige Peng.

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Haifeng County

Haifeng County (postal: Hoifung) is a county under the administration of Shanwei, in the southeast of Guangdong Province, China.

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Hamilton–Jacobi–Bellman equation

The Hamilton-Jacobi-Bellman (HJB) equation is a nonlinear partial differential equation that provides necessary and sufficient conditions for optimality of a control with respect to a loss function.

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Hyderabad

Hyderabad (ISO) is the capital and largest city of the Indian state of Telangana.

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International Congress of Mathematicians

The International Congress of Mathematicians (ICM) is the largest conference for the topic of mathematics.

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International Congress on Industrial and Applied Mathematics

The International Congress on Industrial and Applied Mathematics (ICIAM) is an international congress in the field of applied mathematics held every four years under the auspices of the International Council for Industrial and Applied Mathematics.

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Jacques-Louis Lions

Jacques-Louis Lions (2 May 1928 – 17 May 2001) was a French mathematician who made contributions to the theory of partial differential equations and to stochastic control, among other areas.

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Jean-Michel Bismut

Jean-Michel Bismut (born 26 February 1948) is a French mathematician who has been a professor at the Université Paris-Sud since 1981.

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Mathematical finance

Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field.

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Mathematician

A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems.

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Mathematics

Mathematics is a field of study that discovers and organizes abstract objects, methods, theories and theorems that are developed and proved for the needs of empirical sciences and mathematics itself.

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Nonlinear expectation

In probability theory, a nonlinear expectation is a nonlinear generalization of the expectation.

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Optimal control

Optimal control theory is a branch of control theory that deals with finding a control for a dynamical system over a period of time such that an objective function is optimized.

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Paris Dauphine University

Paris Dauphine University - PSL (Université Paris Dauphine - PSL) is a Grande École and public institution of higher education and research based in Paris, France, constituent college of PSL University.

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Partial differential equation

In mathematics, a partial differential equation (PDE) is an equation which computes a function between various partial derivatives of a multivariable function.

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Peng (surname)

Peng (Chinese: 彭; pinyin: Péng; alternative forms of romanization include Pang and Phang (Cantonese, Hakka), Pangestu or Pangestoe (Indonesian), and Bành (Vietnamese)) is a common Chinese family name, ranking 35th most common in 2006.

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Peng Pai

Peng Pai (w; October 22, 1896 – August 30, 1929) was a pioneer of the Chinese agrarian movement and a leading revolutionary in the Chinese Communist Party (CCP) during its early years.

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People's Daily

The People's Daily is the official newspaper of the Central Committee of the Chinese Communist Party (CCP).

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Princeton University

Princeton University is a private Ivy League research university in Princeton, New Jersey.

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Risk measure

In financial mathematics, a risk measure is used to determine the amount of an asset or set of assets (traditionally currency) to be kept in reserve.

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Sent-down youth

The sent-down, rusticated, or "educated" youth, also known as the zhiqing, were the young people who—beginning in the 1950s until the end of the Cultural Revolution, willingly or under coercion—left the urban districts of the People's Republic of China to live and work in rural areas as part of the "Up to the Mountains and Down to the Countryside Movement".

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Shandong

Shandong is a coastal province in East China.

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Shandong University

Shandong University (SDU) is a public university in Jinan, Shandong, China. It is affiliated with the Ministry of Education of China. The university is part of Project 211, Project 985, and the Double First-Class Construction. The oldest of Shandong University's precursor institutions, Cheeloo University, was founded by American and English mission agencies in the late 19th century (as Tengchow College of Liberal Arts in Penglai).

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References

[1] https://en.wikipedia.org/wiki/Peng_Shige

Also known as Shige Peng.

Peng Shige, the Glossary

Table of Contents

See also

Academic staff of Shandong University

Mathematicians from Shandong

People from Binzhou

University of Provence alumni

References