Academic Qualifications | Teaching | Research | Selected Publications | Professional Affiliations | Contact Details

Academic Qualifications

M.Sc. Courses

  1. Advanced Probability and Statistics (IMAT004)


Research Interests

Selected Publications
  1. J. Xiong. An Introduction to Stochastic Filtering Theory, Oxford Graduate Texts in Mathematics. 18. Oxford University Press, 2008.
  2. 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.
  3. G. Kallianpur and J. Xiong, Stochastic Differential Equations on Infinite Dimensional Spaces, IMS Lecture notes-monograph series, Vol. 26, 1995.
  4. Li, Zenghu; Wang, Hao; Xiong, Jie; Zhou, Xiaowen; Joint continuity of the solutions to a class of nonlinear SPDEs. Probab. Theory Related Fields 153 (2012), no. 3-4, 441–469.
  5. Mytnik, LeonidXiong, JieZeitouni, Ofer Snake representation of a superprocess in random environment. ALEA Lat. Am. J. Probab. Math. Stat. (2011), 335–378.
  6. Crisan, DanKouritzin, MichaelXiong, Jie Nonlinear filtering with signal dependent observation noise. Electron. J. Probab. 14 (2009), no. 63, 1863–1883.
  7. Huang, JianhuiWang, GuangchenXiong, Jie A maximum principle for partial information backward stochastic control problems with applications. SIAM J. Control Optim. 48 (2009), no. 4, 2106–2117.
  8. Lee, KijungMueller, CarlXiong, Jie Some properties of superprocesses under a stochastic flow. Ann. Inst. Henri Poincaré Probab. Stat. 45 (2009), no. 2, 477–490.
  9. Xiong, JieZhou, Xun Yu Mean-variance portfolio selection under partial information. SIAM J. Control Optim. 46 (2007), no. 1, 156–175.
  10. Li, ZenghuWang, HaoXiong, Jie A degenerate stochastic partial differential equation for superprocesses with singular interaction. Probab. Theory Related Fields 130 (2004), no. 1, 1–17.
  11. Xiong, Jie A stochastic log-Laplace equation. Ann. Probab. 32 (2004), no. 3B, 2362–2388.
  12. Dawson, Donald A.Etheridge, Alison M.Fleischmann, KlausMytnik, LeonidPerkins, Edwin A.Xiong, Jie Mutually catalytic branching in the plane: finite measure states. Ann. Probab. 30 (2002), no. 4, 1681–1762.
  13. Fleischmann, KlausXiong, Jie A cyclically catalytic super-Brownian motion. Ann. Probab. 29 (2001), no. 2, 820–861.
  14. Kurtz, Thomas G.Xiong, Jie Particle representations for a class of nonlinear SPDEs. Stochastic Process. Appl. 83 (1999), no. 1, 103–126.
  15. Kallianpur, GopinathXiong, Jie Large deviations for a class of stochastic partial differential equations. Ann. Probab. 24 (1996), no. 1, 320–345.

Professional Affiliations
Contact Details

Faculty of Science and Technology
University of Macau, E11
Avenida da Universidade, Taipa,
Macau, China

Room: E11-3080
Telephone: (853) 8822-8551
Fax: (853) 8822-2426
Email: jiexiong