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  • 认领成果数 9
  • wos被引 206
  • wos篇均被引 22.89

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1. BSDE, path-dependent PDE and nonlinear Feynman-Kac formula SCIE SCOPUS

作者:Peng, SG;Wang, FL

作者机构:[Peng ShiGe; Wang FaLei] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.; [Peng ShiGe; Wang FaLei] Shandong Univ, Qilu Inst Finance, Jinan 250100, Peoples R China.; [Wang FaLei] Shandong Univ, Inst Adv Res, Jinan 250100, Peoples R China.

来源:SCIENCE CHINA-MATHEMATICS,2016,Vol.59,Issue.1,19-36

当年影响因子:0.761

资源类型:外文期刊论文

WOS被引频次: 2

2. Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion EI SCIE SCOPUS

作者:Hu, MS;Ji, SL;Peng, SG;Song, YS

作者机构:[Hu, Mingshang; Peng, Shige] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.; [Ji, Shaolin; Peng, Shige] Shandong Univ, Qilu Inst Finance, Jinan 250100, Peoples R China.; [Song, Yongsheng] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100864, Peoples R China.

来源:STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2014,Vol.124,Issue.2,1170-1195

当年影响因子:1.193

资源类型:外文期刊论文

WOS被引频次: 15

3. Backward stochastic differential equations driven by G-Brownian motion EI SCIE SCOPUS

作者:Hu, MS;Ji, SL;Peng, SG;Song, YS

作者机构:[Hu, Mingshang; Peng, Shige] Shandong Univ, Sch Math, Jinan, Shandong, Peoples R China.; [Ji, Shaolin; Peng, Shige] Shandong Univ, Qilu Inst Finance, Jinan, Shandong, Peoples R China.; [Song, Yongsheng] Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China.

来源:STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2014,Vol.124,Issue.1,759-784

当年影响因子:1.193

资源类型:外文期刊论文

WOS被引频次: 19

4. Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths SCIE SCOPUS

作者:Denis, L;Hu, MS;Peng, SG

作者机构:[Hu, Mingshang; Peng, Shige] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.; [Denis, Laurent] Univ Evry Val dEssonne, Dept Math, Equipe Anal & Probabil, F-91025 Evry, France.; [Peng, Shige] Fudan Univ, Sch Math, Shanghai 200433, Peoples R China.

来源:POTENTIAL ANALYSIS,2011,Vol.34,Issue.2,139-161

当年影响因子:0.956

资源类型:外文期刊论文

WOS被引频次: 92

5. ERROR ESTIMATES OF THE theta-SCHEME FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS SCIE SCOPUS

作者:Zhao, WD;Wang, JL;Peng, SG

作者机构:[Zhao, Weidong; Wang, Jinlei; Peng, Shige] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.

来源:DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B,2009,Vol.12,Issue.4,905-924

当年影响因子:1.227

资源类型:外文期刊论文

WOS被引频次: 15

6. On Representation Theorem of G-Expectations and Paths of G-Brownian Motion SCIE SCOPUS

作者:Hu, MS;Peng, SG

作者机构:[Hu, Ming-shang; Peng, Shi-ge] Shandong Univ, Inst Math, Jinan 250100, Peoples R China.

来源:ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2009,Vol.25,Issue.3,539-546

当年影响因子:0.250

资源类型:外文期刊论文

WOS被引频次: 34

7. Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection EI SCIE SCOPUS

作者:Ji, SL;Peng, S

作者机构:[Ji, Shaolin; Peng, Shige] Shandong Univ, Sch Math & Syst Sci, Jinan 250100, Peoples R China.

来源:STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2008,Vol.118,Issue.6,952-967

当年影响因子:1.193

资源类型:外文期刊论文

WOS被引频次: 8

8. 期权稳健定价模型及实证 知网 万方 维普 CSCD

作者:杨维强;彭实戈

外文作者:YANG Weiqiang;PENG Shige

作者机构:[杨维强]山东大学数学与系统科学学院, 济南, 山东 250100, 中国.;[彭实戈]山东大学数学与系统科学学院, 济南, 山东 250100, 中国.

来源:山东大学学报. 理学版,2006,Vol.41,Issue.2

关键词:正倒向随机微分方程; 期权; 稳健定价; 模糊; 标准普尔500指数

资源类型:中文期刊论文

WOS被引频次: 0

9. A type of time-symmetric forward-backward stochastic differential equations SCIE SCOPUS

作者:Peng, SG;Shi, YF

作者机构:[Peng, SG; Shi, YF]Shandong Univ, Sch Math & Syst Sci, Jinan 250100, Peoples R China.

来源:COMPTES RENDUS MATHEMATIQUE,2003,Vol.336,Issue.9,773-778

当年影响因子:0.446

资源类型:外文期刊论文

WOS被引频次: 21

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