Welcome to Jie Xiong's Home page
Department of Mathematics,
University of Tennessee,
I am teaching Math 200 and Math 524
Stochastic differential equations, Markov processes,
Limit theory, Stochastic analysis, Mathematical finance,
Here is a list of papers published
Here are some slides and Notes from the 2009 Barrett Lectures
Budhiraja, Crisan and Khoshnevisan
Basse, Ben Ari, Hannig, Long and Vysotsky
G. Kallianpur and J. Xiong, Stochastic Differential Equations on Infinite
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.
An Introduction to Stochastic Filtering Theory.
Graduate Texts in Mathematics, 18. Oxford University Press,
They are also available at amazon.com and
Here is a list of interest links