|
|
|
题名
|
作者
|
年代
|
出处
|
被引量
|
| 1 | Survey on normal distributions,central limit theorem,Brownian motion and the related stochastic calculus under sublinear expectations显示文摘This is a survey on normal distributions and the related central limit theorem under sublinear expectation.We also present Brownian motion under sublinear expectations and the related stochastic calculus of It's type.The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk,statistics and other industrial problems. | PENG ShiGe Institute of Mathematics,Shandong University,Jinan 250100,China | 2009 | Science China Mathematics2009，52，7： | 54 |
| 2 | NONLINEAR EXPECTATIONS AND NONLINEAR MARKOV CHAINS显示文摘This paper deals with nonlinear expectations. The author obtains a nonlinear gen- eralization of the well-known Kolmogorov’s consistent theorem and then use it to con- struct ?ltration-consistent nonlinear expectations via nonlinear Markov chains. Com- pared to the author’s previous results, i.e., the theory of g-expectations introduced via BSDE on a probability space, the present framework is not based on a given probabil- ity measure. Many fully nonlinear and singular situations are covered. The induced topology is a natural generalization of Lp-norms and L∞-norm in linear situations. The author also obtains the existence and uniqueness result of BSDE under this new framework and develops a nonlinear type of von Neumann-Morgenstern representation theorem to utilities and present dynamic risk measures. | PENG Shige | 2005 | Chinese Annals of Mathematics,Series B2005，26，2： | 27 |
| 3 | BSDE,path-dependent PDE and nonlinear Feynman-Kac formula显示文摘We introduce a new type of path-dependent quasi-linear parabolic PDEs in which the continuous paths on an interval [0, t] become the basic variables in the place of classical variables(t, x) ∈ [0, T ] × Rd. This new type of PDEs are formulated through a classical BSDE in which the terminal values and the generators are allowed to be general function of Brownian motion paths. In this way, we establish the nonlinear FeynmanKac formula for a general non-Markovian BSDE. Some main properties of solutions of this new PDEs are also obtained. | PENG ShiGe WANG FaLei | 2016 | Science China Mathematics2016，59，1： | 9 |
| 4 | Acoustic Borehole Images for Fracture Extraction and Analysis in Second Pre-pilot Drillhole of CCSD显示文摘Ultrasonic imaging logging provides continuous and oriented images of structures vs. depth. In the Chinese Continental Scientific Drilling (CCSD) Project, acoustic borehole images were recorded in the second pre-pilot drillhole which penetrates the metamorphic rocks. This paper focuses on fracture evaluation of the drillhole with these images. Both least square fit and a modified Hough transform are used for fracture extraction, and 269 fractures were mapped in the interval from 69.5 to 1 020 m. Most fractures dip steeply, with an average angle of 54°. Fracture dip directions are dominantly in the range of 220°-280° above the depth of 267 m, but 80°-120° in the lower zones. These observations may indicate the differences in structural movements or in-situ stress fields between the upper and lower zones in the drillhole. | ZouChangchun ShiGe PanLingzhi | 2004 | Journal of China University of Geosciences2004，15，1： | 6 |
| 5 | Awareness, Treatment, and Rehabilitation of Elderly with Parkinson’s Disease — China, 2015–2017显示文摘What is already known about this topic?Parkinson’s disease(PD)affects 1%of the population over the age of 60 years old and 4%or more over the age of 80 years old.An estimated nearly 3 million elderly people are currently affected by Parkinson’s disease in China,and the number of patients of all ages will be close to 5 million by 2030.What is added by this report?Rates of awareness,drug treatment,and rehabilitation among PD patients were 32.4%,37.8%,and 16.0%,respectively.The rates of awareness and treatment were lower in rural areas than in urban areas and in older age groups.What are the implications for public health practice?Efforts should be made to improve health education among the elderly,to improve professional training of primary care and other health care institutions,and to strengthen the construction of community-based rehabilitative intervention for the elderly with PD. | Han Zhang Zhihui Wang Shige Qi Jing Wu Zhixin Li | 2020 | China CDC weekly2020，2，15： | 3 |
| 6 | Pampas grass-inspired FeOOH nanobelts as high performance anodes for sodium ion batteries显示文摘High-performance materials are the key to developing new alternative energy-storage systems[1-4].Sodium ion batteries(SIBs)are regarded as the promising large-scale electric energy storage owing to the high abundance and low cost of sodium resources[1,5-9].However,the sluggish kinetics of Na^(+)caused by the large-sized Na^(+)(1.02A)result in the lower energy density and unsatisfactory electrochemical properties[10-14]. | Lianyi Shao Shige Wang Fangdan W u Xiaoyan Shi Zhipeng Sun Yuxin Tang | 2021 | Journal of Energy Chemistry2021，30，3： | 2 |
| 7 | Interactions of penny-shaped cracks in three-dimensional solids显示文摘在三维的固体的任意地分布式的塑造便士的裂缝的相互作用在这篇论文被分析。用过寺院生活的球状的坐标和排水量功能,一个分析方法在每裂缝表面上的开始和滑动排水量作为基本未知功能在哪个被拿被开发。基本未知功能能与未知系数在 Legendre 多项式的系列被扩展。把技术基于重叠,为未知系数的一套管理方程从拖拉被提出每个裂缝上的免费条件出现。为裂缝表面拖拉的边界搭配过程和平均方法被用于解决管理方程。答案能为相当仔细定位的裂缝被获得。数字例子为几个裂缝问题被给。由把现在的结果与另外的存在结果作比较,一个人能断定现在的方法提供一条直接、有效的途径处理包含多重裂缝的三维的固体。 | Shige Zhan Tzuchiang Wang | 2006 | Acta Mechanica Sinica2006，22，4： | 2 |
| 8 | Stochastic calculus with respect to G-Brownian motion viewed through rough paths显示文摘We study rough path properties of stochastic integrals of Ito's type and Stratonovich's type with respect to G-Brownian motion. The roughness of G-Brownian motion is estimated and then the pathwise Norris lemma in G-framework is obtained. | PENG ShiGe ZHANG HuiLin | 2017 | Science China Mathematics2017，60，1： | 2 |
| 9 | Reflected solutions of backward stochastic differential equations driven by G-Brownian motion显示文摘In this paper, we study the reflected solutions of one-dimensional backward stochastic differential equations driven by G-Brownian motion. The reflection keeps the solution above a given stochastic process. In order to derive the uniqueness of reflected G-BSDEs, we apply a 'martingale condition' instead of the Skorohod condition. Similar to the classical case, we prove the existence by approximation via penalization. We then give some applications including a generalized Feynman-Kac formula of an obstacle problem for fully nonlinear partial differential equation and option pricing of American types under volatility uncertainty. | Hanwu Li Shige Peng Abdoulaye Soumana Hima | 2018 | Science China Mathematics2018，61，1： | 2 |
| 10 | SMALLEST g-SUPERSOLUTION FOR BSDE WITH CONTINUOUS DRIFT COEFFICIENTS显示文摘The authors prove the existence and uniqueness of smallest g-supersolution with an equality constrains on (y, z) for one demensional stochastic differential equations whose drift coefficients are continuous and linearly growing, and whose terminal conditions are square integrable. | LIN QINGQUAN (School of Mathematics and System Science, Shandong University, Jinan 250100, China.) PENG SHIGE(School of Mathematics and System Science, Shandong University, Jinan 250100, China.) E-mail: Linqingquan@math. sdu. cn Peng@sdu. edu. cn | 2000 | Chinese Annals of Mathematics,Series B2000，21，3： | 2 |
| 11 | Atomic force microscopy with carbon nanotube probe resolves the subunit organization of protein complexes显示文摘 | Hohmura K Itokazu Y Shige H | 2000 | Journal of Electron Microscopy2000，49，： | 2 |
| 12 | Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation显示文摘 | PENG Shige | 2008 | Stochastic Processes and Applications2008，118，12： | 1 |
| 13 | Poly (amidoamine) dendrimer-enabled simultaneous stabilization and functionalization of electrospun poly (γ-glutamic acid) nanofibers 显示文摘 | WANG Shige ZHU Jingyi SHEN Mingwu | 2014 | Acs Applied Materials & Interfaces2014，6，3： | 1 |
| 14 | Perfluorinated polyimide synthesis 显示文摘 | Shiji A Tohru M Shige K | 1992 | Macromolecules1992，25，21： | 1 |
| 15 | Anoxia depresses sodium-calcium exch-ange currents in guinea-pig ventricular myocytes显示文摘 | Shige matsu S Arita M | 1999 | J Mol Cell Cardiol1999，31，4： | 1 |
| 16 | Development of large-capacity,highly efficient welded rotor for steam turbines显示文摘 | Shige T Magoshi R Itou S | 2001 | Mitsubishi Heavy Industries Technical Review2001，38，1： | 1 |
| 17 | Adapted solution of a backward stochastic differential equations显示文摘 | Pardoux E Peng Shige | 1990 | Systems Control Lett1990，14，1： | 1 |
| 18 | Multi - dimensional < i > G - Brownian motion and related stochastic calculus under < i > G - expectation 显示文摘 | Peng Shige | 2008 | Stochastic Processes and Their Applications2008，118，12： | 1 |
| 19 | Analysis of two-dimensional finite solids with micro-cracks显示文摘 | ZHAN Shige TZUCHIANG Wang HAN Xueli | 1999 | International Journal of Solids and Structures1999，36，25： | 1 |
| 20 | Continuous properties of g-martingales显示文摘 | Chen Zengjing Peng Shige | 2001 | Chin Ann of Math2001，22，1： | 1 |
您所在的机构暂未开通此部分的功能，请联系管理员