S
Shige Peng
Researcher at Shandong University
Publications - 149
Citations - 20721
Shige Peng is an academic researcher from Shandong University. The author has contributed to research in topics: Stochastic differential equation & Nonlinear expectation. The author has an hindex of 56, co-authored 143 publications receiving 18621 citations. Previous affiliations of Shige Peng include Rutgers University & University of Provence.
Papers
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Adapted solution of a backward semilinear stochastic evolution equation
Ying Hu,Shige Peng +1 more
TL;DR: In this article, an adapted pair of process with values in H and K and respectively is defined, which solves a semilinear stochastic evolution equation of the backward form: where A is the infinitesimal generators of a C 0-semigroup {eAt } on H.
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Mean-field backward stochastic differential equations : a limit approach
TL;DR: In this paper, a special mean-field problem in a purely stochastic approach is investigated for the solution (Y, Z) of a mean field backward stochastastic differential equation with solution X, where coefficients are governed by N independent copies of (X-N, Y, N, Z, Z(N)).
Posted Content
A New Central Limit Theorem under Sublinear Expectations
TL;DR: In this paper, a new framework of a sublinear expectation space and the related notions and results of distributions, independence, is described, and a new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that mean-uncertainty can be also described.
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A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
TL;DR: In this article, the authors investigated the problem of an inequality in place of an equality and proved some properties of the ''$g$-expectation'' notion introduced by S. Peng in [8].
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Nonlinear expectations and nonlinear markov chains
TL;DR: In this paper, a nonlinear generalization of the well-known Kolmogorov's consistent theorem is used to construct filtrationconsistent nonlinear expectations via nonlinear Markov chains.