Shige Peng

Shige Peng is a renowned Chinese mathematician and academician of the Chinese Academy of Sciences, celebrated for his pioneering contributions to stochastic analysis, backward stochastic differential equations, and mathematical finance. He is widely regarded as the founder of financial mathematics in China and has made fundamental advances in nonlinear expectations and the nonlinear Feynman-Kac formula. Peng holds a Ph.D. from Université Paris IX - Dauphine and is a professor at Shandong University.