| 姓 名 | 彭实戈 | 性 别 | 男 | 出生年月 | 1947-12 |
|---|---|---|---|---|---|
| 所在院校 | 山东大学 | 所在院系 | 数学学院 | ||
| 职称 | 教授 | 招生专业 | 概率论与数理统计 | ||
| 研究领域 | 倒向随机微分方程、金融数学、随机控制与随机分析、概率论与数理统计 |
| 联系方式 | peng@sdu.edu.cn | 电 话 | 0531******* | 邮 编 | 250100 | |
|---|---|---|---|---|---|---|
| 地 址 | 山东省济南市山大南路27号山东大学数学学院 |
| 个人简介 |
姓名：彭实戈 学习与工作经历 研究领域介绍 姓名：彭实戈 学习与工作经历 研究领域介绍 |
| 获得奖项 |
| 1993年首届中国青年科学家提名奖； 1994年国家教委科技进步一等奖； 1995年国家自然科学二等奖（独立）； 1996杰出青年学者奖； 2003年山东省最高科学技术奖； 2006年首届苏步青应用数学奖； 2007年获何梁何利基金数学与力学奖“科学与技术进步将”等。 1993年首届中国青年科学家提名奖； 1994年国家教委科技进步一等奖； 1995年国家自然科学二等奖（独立）； 1996杰出青年学者奖； 2003年山东省最高科学技术奖； 2006年首届苏步青应用数学奖； 2007年获何梁何利基金数学与力学奖“科学与技术进步将”等。 |
| 著作及论文 |
| 学术论文 [1] A type of symmetric forward backward stochastic differential equations, C.R. Acad. Sci., I 336(9): 773--778, (with Yufeng Shi) 2003. [2] Short communication Determination of a controllable set for a class of non-linear stochastic control systems, Optim. Control Appl. Meth. 24:173-181,2003. (with YazengLiu) [3] Dynamical evaluations, C. R. Acad. Sci. Paris, Ser. I 339 ,2004, 585-589. [4] Nonlinear expectation, nonlinear evaluations and risk measurs, in 《Stochastic Methods in Finance》K. Back T. R. Bielecki, C. Hipp, S. Peng, W. Schachermayer, Lectures, C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy 165-253,2003, LNM 1856, Springer-Verlag, 2004. [5] Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims, Acta Math. Appl. Sinica, English Series ,Vol.20,No.2,1-24,2004. [6] The smallest g-supermartingale and reflected BSDE with single and double L2 obstacles,Ann. I.H.Plincare-PR 41,605-630,2005.(with Mingyu Xu) [7] Nonlinear expectations and nonlinear markov chains, Chin. Ann. Math. 26B:2,159-184,2005. [8] Necessary and sufficient condition for comparison theorem of 1-dimmensionas stochastic differential equations, stochastic processes and their applications, 116,370-380,2006.(with Zhu Xuehong) [9] On the comparison theorem for multidimensional BSDEs,C.R.Acad. Sci. paris, Ser.I 343,135-140,2006.(with Hu Ying) [10] Guangyan Jia, Shige Peng, On the set of solutions of a BSDE with continuous coefficient, C. R. Acad. Sci. Paris, Ser. Ⅰ,344 , 395-397, 2007. 学术论文 [1] A type of symmetric forward backward stochastic differential equations, C.R. Acad. Sci., I 336(9): 773--778, (with Yufeng Shi) 2003. [2] Short communication Determination of a controllable set for a class of non-linear stochastic control systems, Optim. Control Appl. Meth. 24:173-181,2003. (with YazengLiu) [3] Dynamical evaluations, C. R. Acad. Sci. Paris, Ser. I 339 ,2004, 585-589. [4] Nonlinear expectation, nonlinear evaluations and risk measurs, in 《Stochastic Methods in Finance》K. Back T. R. Bielecki, C. Hipp, S. Peng, W. Schachermayer, Lectures, C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy 165-253,2003, LNM 1856, Springer-Verlag, 2004. [5] Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims, Acta Math. Appl. Sinica, English Series ,Vol.20,No.2,1-24,2004. [6] The smallest g-supermartingale and reflected BSDE with single and double L2 obstacles,Ann. I.H.Plincare-PR 41,605-630,2005.(with Mingyu Xu) [7] Nonlinear expectations and nonlinear markov chains, Chin. Ann. Math. 26B:2,159-184,2005. [8] Necessary and sufficient condition for comparison theorem of 1-dimmensionas stochastic differential equations, stochastic processes and their applications, 116,370-380,2006.(with Zhu Xuehong) [9] On the comparison theorem for multidimensional BSDEs,C.R.Acad. Sci. paris, Ser.I 343,135-140,2006.(with Hu Ying) [10] Guangyan Jia, Shige Peng, On the set of solutions of a BSDE with continuous coefficient, C. R. Acad. Sci. Paris, Ser. Ⅰ,344 , 395-397, 2007. |