Peng Shige

Peng Shige is a Professor of 1st class at the School of Mathematics, Shandong University, China. He has held the Distinguished Professor title under the Ministry of Education (Cheung Kong Scholarship) since 1999. His academic journey includes degrees from Shandong University (Physics diploma, 1971-1974), Paris-IX (1985), and Aix-Marseille University (PhD 1986, Habilitation 1992).

Research focuses on nonlinear expectations, stochastic calculus, partial differential equations, and financial mathematics. Key contributions include foundational work on backward stochastic differential equations (BSDEs), the g-expectation framework, and the G-expectation theory extending probability axioms to nonlinear settings. These innovations have advanced stochastic control, financial risk modeling, and differential games.

Honors include the 2020 Future Science Award, 2011 Princeton Global Scholar, and 2005 Chinese Academy of Sciences Academician status. He delivered a plenary lecture at the 2010 International Congress of Mathematicians.

Peng's work integrates theoretical breakthroughs with applied domains like financial engineering. His research has been widely cited (~8k citations) and shaped modern stochastic analysis methodologies.