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# 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