researcher

S. Peng

61 papers hereh-index 5822.2k citations183 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position

sole author12
first author15
middle author15
last author19

Across the 61 of 61 papers where every author was matched, so the position is known.

fields

math.PR48
math.OC3
q-fin.RM2
cs.CE1
math.DG1
math.NA1

same name

S. Peng — 10 papers, h 19
S. Peng — 4 papers, h 2
S. Peng — 4 papers, h 5
S. Peng — 4 papers, h 4
S. Peng — 3 papers, h 5
S. Peng — 3 papers

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity

20052026

most citedMean-field backward stochastic differential equations: A limit approach

322 citations · 1.6k across the 59 of their papers we have counts for

collaborators

Showing 2015Show all

2 papers · 1 filter

math.PR2015★ 1 cited

Wong-Zakai Approximation for SDEs Driven by $G -$ Brownian Motion

Shige Peng, Huilin Zhang

In this paper, we build the equivalence between rough differential equations driven by the lifted $G$ -Brownian motion and the corresponding Stratonovich type SDE through the Wong-Z…

math.PR2015★ 20 cited

Stochastic Calculus with respect to G-Brownian Motion Viewed through Rough Paths

Shige Peng, Huilin Zhang

In this paper, we study rough path properties of stochastic integrals of Itô's type and Stratonovich's type with respect to $G$ -Brownian motion. The roughness of $G$ -Brownian Motio…

Wong-Zakai Approximation for SDEs Driven by G−Brownian Motion

Stochastic Calculus with respect to G-Brownian Motion Viewed through Rough Paths

Wong-Zakai Approximation for SDEs Driven by $G -$ Brownian Motion