Peng Shige

Peng Shige
彭实戈
Born (1947-12-08) December 8, 1947
Alma materShandong University
Paris Dauphine University
University of Provence
Fudan University
Known forBSDE
Mathematical Finance
Scientific career
FieldsMathematics
Mathematical Finance
InstitutionsShandong University
Fudan University
Chinese Academy of Sciences
Chinese name
Traditional Chinese彭實戈
Simplified Chinese彭实戈
Transcriptions
Standard Mandarin
Hanyu PinyinPéng Shígē

Peng Shige (Chinese: 彭实戈, born December 8, 1947, in Binzhou, Shandong) is a Chinese mathematician noted for his contributions in stochastic analysis and mathematical finance.