Welcome to Jie Xiong's Home page

Professor in Department of Mathematics, University of Tennessee, Knoxville, Tennessee


I am teaching Math 200 and Math 524


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