教育经历
1992年,北卡罗来纳大学教堂山分校,统计系,获哲学博士学位;
1986年,北京大学,统计系,获统计硕士学位;
1983年,北京大学,澳门太阳集团网站入口获数学学士学位;
工作经历
• 2017年12月至今,南方科技大学,澳门太阳集团网站入口,讲座教授;
• 2012年至2017年,澳门大学,澳门太阳集团网站入口,教授;
• 2004年至2014年,田纳西大学,澳门太阳集团网站入口,教授;
• 1999年至2004年,田纳西大学,澳门太阳集团网站入口,副教授;
• 1993年至1999年,田纳西大学,澳门太阳集团网站入口,助理教授;
• 1992年至1993年,北卡罗来纳大学夏洛特分校,访问讲师;
• 1986年至1988年,北京大学,指导员;
荣誉及获奖
• Humboldt Research Fellowship, 2003.
• Canada Research Chair in Stochastic Processes and Filtering. 2002.
• University of Tennessee-Oak Ridge National Lab Science Alliance research award. 1996-2000.
• Graduate School Dissertation Fellowship. 1992.
• George E. Nicholson, Jr. Fellowship, 1989.
Selected Publications
1. Jie Xiong (2013). Three Classes of Nonlinear Stochastic Partial Differential Equations. World Scientific.
2. J. Xiong (2008). An Introduction to Stochastic Filtering Theory, Oxford Graduate Texts in Mathematics. 18. Oxford University Press.
3. T. Hida, R. Karandikar, H. Kunita, B. Rajput, S. Watanabe and J. Xiong (editors). Stochastics in Finite and Infinite Dimensions: In Honor of Gopinath Kallianpur. pp. 500. Birkhauser, 2000.
4. G. Kallianpur and J. Xiong (1995). Stochastic Differential Equations on Infinite Dimensional Spaces, IMS Lecture notes-monograph series, Vol. 26.
5. R. Wang, J. Xiong and L. Xu (2017). Irreducibility of stochastic real Ginzburg-Landau equation driven by stable noises and applications. Bernoulli, 23, No. 2, 1179-1201.
6. Z. Dong, J. Xiong, J. L. Zhai and T. S. Zhang (2017), A Moderate Deviation Principle for 2-DStochastic Navier-Stokes Equations Driven by Multiplicative L′evy Noises. J. Funct. Anal., 272, no. 1, 227-254.
7. J. Xiong and X. Yang (2016) Superprocesses with interaction and immigration. Stochastic Processes Appl. 126, 3377-3401.
8. Y. Chen, H. Ge, J. Xiong and L. Xu (2016). The Large Deviation Principle and Fluctuation Theorem for the Entropy Product Rate of a Stochastic Process in Magnetic Fields. J. Math. Physics. 57, 073302
9. F. Wang, J. Xiong and L. Xu (2016). Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations. Journal Statistical Physics.163, no. 5, 1211-1234,
10. S. Lenhart, J. Xiong and J. Yong (2016). Optimal Controls for Stochastic Partial Differential Equations with an Application in Controlling Rabbit Population. SIAM Control. Optim. 54, no. 2, 495-535
11. J.T. Shi, G.C. Wang and J. Xiong (2016). Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. Automatica J. IFAC 63, 60-73.
12. G. Wang, Z. Wu and J. Xiong (2015). A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information. IEEE Transactions on Automatic Control 60, No.11, 2904-2916.
13. P. Fatheddin and J. Xiong (2015). Large deviation principle for some measure-valued processes. Stoch. Proce. Appl. 125, no. 3, 970-993.
14. Zenghu Li, Huili Liu, Jie Xiong and Xiaowen Zhou (2013). The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation. Stoch. Proce. Appl.123, 4129-4155.
15. J. Xiong (2013). Super-Brownian motion as the unique strong solution to a SPDE. Ann. Probab. 41, No. 2, 1030-1054.
16. G.C. Wang, Z. Wu and J. Xiong (2013). Maximum principles for optimal control of forward-backward stochastic systems under partial information. SIAM J. Control Optim. 51, No. 1, 491-524.
17. Z. Li, H. Wang, J. Xiong and X. Zhou (2012), Joint continuity of the solutions to a class of nonlinear SPDEs. Probab. Theory Relat. Fields 153, No. 3, 441-469.
18. J. Detemple, W. Tian and J. Xiong (2012). Optimal stopping with reward constraints. Financial Stochastics 16, 423-448.
19. L. Mytnik, J. Xiong and O. Zeitouni (2011). Snake representation of a superprocess in random environment. ALEA, Lat. Am. J. Probab. Math. Stat. 8, 335–377.
20. J. Huang, G. Wang and J. Xiong (2009). A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications. SIAM J. Control Optim.40, No. 4, 2106-2117.
21. K.J. Lee, C. Mueller and J. Xiong (2009). Some properties for superprocess over a stochastic flow. Ann. Inst. H. Poincar\’e Probab. Statist. 45, No. 2, 477-490.
22. J. Xiong and X.Y. Zhou (2007). Mean-Variance portfolio selection under partial information. SIAM J. Control Optim. 46, no. 1, 156–175.
23. Z. Li, H. Wang and J. Xiong. (2004). A degenerate stochastic partial differential equation for superprocesses with singular interaction. Probab. Th. Relat. Fields 130, 1-17.
24. J. Xiong (2004). A stochastic log-Laplace equation. Ann. Probab. 32, 2362-2388.
25. D. Dawson, A. Etheridge, K. Fleischmann, L. Mytnik, E. Perkins, and J. Xiong (2002). Mutually catalytic processes in the plane: Finite measure states. Ann. Probab. 30, no. 4, 1681–1762.
26. K. Fleischmann and J. Xiong (2001). A cyclically catalytic branching model, Annals of Probability, 2, 820-861.
27. T. Kurtz and J. Xiong (1999). Particle representations for a class of nonlinear SPDEs. Stochastic Processes and their Applications 83, 103-126.
28. G. Kallianpur and J. Xiong, Large deviation principle for a class of stochastic partial differential equations, Annals of Probability, 24, 1996, 320-345.
29. G. Kallianpur and J. Xiong, Diffusion approximation of stochastic differential equations driven by Poisson random measures, Annals of Applied Probability, 5, 1995, 493-517.
30. J. Xiong and M. P. Qian (1990). Construction and properties of coupled diffusion processes, Acta Math. Appl. Sinica, 13, 391-400 (in Chinese).