Persons
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
 
Péng, Shigē
PhD
Birth date: 8.12.1947
E-mail:

https://www.mathnet.ru/eng/person152718
List of publications on Google Scholar
https://mathscinet.ams.org/mathscinet/MRAuthorID/205933

Publications in Math-Net.Ru Citations
2021
1. Shige Peng, Shuzhen Yang, “Distributional uncertainty of the financial time series measured by $G$-expectation”, Teor. Veroyatnost. i Primenen., 66:4 (2021),  914–928  mathnet  mathscinet  zmath; Theory Probab. Appl., 66:4 (2022), 729–741  scopus 2

Presentations in Math-Net.Ru
1. Distributional uncertainty of time series measured by nonlinear expectations
Shige Peng
International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 18, 2021 10:00   
2. Law of large numbers and central limit theorem in cases of uncertainty of probabilities
Shige Peng
International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of birth of Yu. V. Prokhorov
December 16, 2019 12:10   

Organisations
 
  Contact us:
  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024