Stochastic partial differential equations (SPDE) are derived for the super Brownian motions and Fleming-Viot processes, two important measure-valued processes from population genetics, regarded as distribution function valued processes. The strong uniqueness for the solutions to such type of SPDEs with non-Lipschitz coefficients is obtained by a connection between SPDEs and backward doubly stochastic differential equations.

Professor Xiong received his Ph.D. in Statistics from the University of North Carolina at Chapel Hill. He is currently a Professor in University of Tennessee. His research interests include, Stochastic differential equations, Markov processes, Limit theory, Stochastic analysis, Mathematical finance, and Nonlinear filtering. Prof. Xiong has many publications, such as, Some solvable classes of filtering problem with Ornstein – Uhlenbeck noise, A brief survey of superprocesses over a stochastic flow, Particle approximations to the filtering problem in continuous time, Stochastics: An International Journal of Probability and Stochastic Processes and Nonlinear filtering with signal depending noise.