Welcome to Jie Xiong's Home page
Professor in
Department of Mathematics,
University of Tennessee,
Knoxville,
Tennessee
Teaching
I am teaching Math 200 and Math 524
Research
Stochastic differential equations, Markov processes,
Limit theory, Stochastic analysis, Mathematical finance,
Nonlinear filtering
Here is a list of papers published
Here are some slides and Notes from the 2009 Barrett Lectures
Bass
and Zeitouni
Budhiraja, Crisan and Khoshnevisan
Basse, Ben Ari, Hannig, Long and Vysotsky
Books published
G. Kallianpur and J. Xiong, Stochastic Differential Equations on Infinite
Dimensional Spaces.
IMS Lecture notes-monograph series Vol. 26, 1995.
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.
Birkhauser, 2000.
J. Xiong.
An Introduction to Stochastic Filtering Theory.
Oxford
Graduate Texts in Mathematics, 18. Oxford University Press,
2008.
They are also available at amazon.com and
Barnes&Noble
Math Links
Here is a list of interest links