Shi-Ge Peng


Ontology type: schema:Person     


Person Info

NAME

Shi-Ge

SURNAME

Peng

Publications in SciGraph latest 50 shown

  • 2022-04-22 Maximally Distributed Random Fields under Sublinear Expectation in STOCHASTIC ANALYSIS, FILTERING, AND STOCHASTIC OPTIMIZATION
  • 2021-08-04 Backward Stochastic Differential Equations and Related Control Problems in ENCYCLOPEDIA OF SYSTEMS AND CONTROL
  • 2020-11-24 Wong–Zakai Approximation for Stochastic Differential Equations Driven by G-Brownian Motion in JOURNAL OF THEORETICAL PROBABILITY
  • 2019-08-30 Spatial and temporal white noises under sublinear G-expectation in SCIENCE CHINA MATHEMATICS
  • 2019-04-16 Law of large numbers and central limit theorem under nonlinear expectations in PROBABILITY, UNCERTAINTY AND QUANTITATIVE RISK
  • 2019 Nonlinear Expectations and Stochastic Calculus under Uncertainty, with Robust CLT and G-Brownian Motion in NONE
  • 2018-07-20 Parabolic Equations with Quadratic Growth in in CONTRIBUTIONS TO PARTIAL DIFFERENTIAL EQUATIONS AND APPLICATIONS
  • 2017-12-13 Reflected solutions of backward stochastic differential equations driven by G-Brownian motion in SCIENCE CHINA MATHEMATICS
  • 2017-08-02 Martingale problem under nonlinear expectations in MATHEMATICS AND FINANCIAL ECONOMICS
  • 2016-08-16 Editorial in PROBABILITY, UNCERTAINTY AND QUANTITATIVE RISK
  • 2016-08-15 Stochastic calculus with respect to G-Brownian motion viewed through rough paths in SCIENCE CHINA MATHEMATICS
  • 2015-10-21 BSDE, path-dependent PDE and nonlinear Feynman-Kac formula in SCIENCE CHINA MATHEMATICS
  • 2015-07-21 Backward Stochastic Differential Equations and Related Control Problems in ENCYCLOPEDIA OF SYSTEMS AND CONTROL
  • 2014-03-18 Backward Stochastic Differential Equations and Related Control Problems in ENCYCLOPEDIA OF SYSTEMS AND CONTROL
  • 2010-05-08 Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths in POTENTIAL ANALYSIS
  • 2010-04 On controllability for stochastic control systems when the coefficient is time-variant in JOURNAL OF SYSTEMS SCIENCE AND COMPLEXITY
  • 2009-12-09 Representation of the penalty term of dynamic concave utilities in FINANCE AND STOCHASTICS
  • 2009-07-05 Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations in SCIENCE CHINA MATHEMATICS
  • 2009-05-29 On representation theorem of G-expectations and paths of G-Brownian motion in ACTA MATHEMATICAE APPLICATAE SINICA, ENGLISH SERIES
  • 2009-02-27 Jensen’s inequality for g-convex function under g-expectation in PROBABILITY THEORY AND RELATED FIELDS
  • 2008-07-05 The viability property of controlled jump diffusion processes in ACTA MATHEMATICA SINICA, ENGLISH SERIES
  • 2008-01 Convergence of solutions of discrete reflected backward SDE’s and simulations in ACTA MATHEMATICAE APPLICATAE SINICA, ENGLISH SERIES
  • 2007 G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type in STOCHASTIC ANALYSIS AND APPLICATIONS
  • 2004-11-13 Nonlinear Expectations, Nonlinear Evaluations and Risk Measures in STOCHASTIC METHODS IN FINANCE
  • 2004-06-01 Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims in ACTA MATHEMATICAE APPLICATAE SINICA, ENGLISH SERIES
  • 2002-05 Filtration-consistent nonlinear expectations and related g-expectations in PROBABILITY THEORY AND RELATED FIELDS
  • 1999-12 Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs in NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS NODEA
  • 1999-10 Stationary backward stochastic differential equations and associated partial differential equations in PROBABILITY THEORY AND RELATED FIELDS
  • 1999-03 Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type in PROBABILITY THEORY AND RELATED FIELDS
  • 1999 Open Problems on Backward Stochastic Differential Equations in CONTROL OF DISTRIBUTED PARAMETER AND STOCHASTIC SYSTEMS
  • 1999 Ergodic Backward SDE and Associated PDE in SEMINAR ON STOCHASTIC ANALYSIS, RANDOM FIELDS AND APPLICATIONS
  • 1995-06 Solution of forward-backward stochastic differential equations in PROBABILITY THEORY AND RELATED FIELDS
  • 1994-11 A linear quadratic optimal control problem with disturbances—An algebraic Riccati equation and differential games approach in APPLIED MATHEMATICS & OPTIMIZATION
  • 1994-06 Backward doubly stochastic differential equations and systems of quasilinear SPDEs in PROBABILITY THEORY AND RELATED FIELDS
  • 1993-03 Backward stochastic differential equations and applications to optimal control in APPLIED MATHEMATICS & OPTIMIZATION
  • 1992 Backward stochastic differential equations and quasilinear parabolic partial differential equations in STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS
  • 1991 A generalized Hamilton-Jacobi-Bellman equation in CONTROL THEORY OF DISTRIBUTED PARAMETER SYSTEMS AND APPLICATIONS
  • 1990 Maximum principle for stochastic optimal control with non convex control domain in ANALYSIS AND OPTIMIZATION OF SYSTES
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