Prof. Peng Shige
Professor Peng Shige at Shandong University, academician of Chinese Academy of Sciences (CAS) will give a keynote speech at the 2010 International Congress of Mathematicians (ICM) in India.
Peng received an invitation from the International Mathematical Union (IMU) to speak at the General Assembly for an hour. It is the first time for a mathematician from the Chinese mainland to receive such honor.
Professor Peng generalized the stochastic maximum principle in stochastic control. Along with tienne Pardoux, Peng wrote out the general theory of backward stochastic differential equations in a paper published in 1990. His study has various applications in the utility theory and risk measure theory.
Prof Peng had led one of the key projects supported by National Natural Science Foundation of China: "Mathematical finance, Finance Engineering and Business Finance." The project vigorously fostered the growth of mathematical finance in China. Prof Peng also served as the Chief Scientist of one of the National Basic Research Program of China (Project 973): "Quantitative Analysis and Computation in the Control of Financial Risks."
The ICM is the largest congress in the mathematics community. It is held once every four years under the auspices of the IMU. The first conference was convened in 1897 at Zurich, Switzerland. Beijing hosted the 24th General Assembly in 2002. The 26th General Assembly will be held in 2010 in the Indian town of Hyderabad. Usually approximately 18 to 20 mathematicians are to make report to the General Assembly for an hour.
For more information of Prof. Peng Shige, please visit his homepage at Shandong University:
http://rida.sdu.edu.cn/faculty/pengsg/index.html
