Publication List

  1. K. Fleischmann, A. Klenke and J. Xiong. Pathwise convergence of a rescaled super-Brownian catalyst reactant process. Universit\"{a}t zu K\"{o}ln, Mathematisches Institut Preprint of June 4, 2002. Submitted.
  2. K. Fleischmann and J. Xiong. Large deviation principle for the single point catalytic super-Brownian motion. WIAS preprint No. 937, 2004.
  3. Z.H. Li, H. Wang and J. Xiong. Conditional Excursion Representation for a Class of Interacting Superprocesses. WIAS preprint No. 935, 2004.
  4. V. Vatutin and J. Xiong. Some limit theorems for a particle system of single point catalytic branching random walks. WIAS preprint No. 919, 2004.
  5. J. Xiong and Z.J. Yang, Optimal investment strategy under saving/borrowing rates spread and under partial information. WIAS preprint No. 908, 2004.
  6. Z.J. Yang and J. Xiong, Maximizing the Expected Utility from Terminal Wealth with Partial Information and the Valuation of Information. Submitted, 2003.
  7. D. Dawson, K. Fleischmann and J. Xiong. Strong uniqueness for cyclically symbiotic branching diffusions. WIAS preprint No. 853, 2003.
  8. K. Fleischmann and J. Xiong. Snake representation of a super-Brownian reactant in the catalytic region. WIAS preprint No. 847, 2003.
  9. Z.H. Li, H. Wang and J. Xiong. Conditional Log-Laplace Functionals of Superprocesses with Dependent Spatial Motion. WIAS preprint No. 900, 2004.
  10. J. Xiong and X. Zhao. Nonlinear Filtering with Fractional Brownian Motion noise. To appear in Stochastic Analysis and Applications.
  11. J. Xiong and X. Zhou. Superprocess over a stochastic flow with superprocess catalyst. To appear in International Journal of Pure and Applied Mathematics.
  12. J. Xiong and X. Zhou. On the duality between coalescing Brownian motions. To appear in Canadian J. Math..
  13. J. Xiong. A stochastic log-Laplace equation. Ann. Probab. Vol. 32, 2362-2388, 2004.
  14. Z.H. Li, H. Wang and J. Xiong. A degenerate stochastic partial differential equation for superprocesses with singular interaction. Probab. Th. Relat. Fields Vol. 130, 1-17, 2004.
  15. M. Kouritzin, W. Sun and J. Xiong. Nonlinear filtering for reflecting diffusions in random environment via nonparametric estimate. Electronic Journal of Probability Vol. 9, 560-574, 2004.
  16. J. Xiong. Long-term behavior for SBM over a stochastic flow. Electronic Communications in Probability Vol. 9, 36-52, 2004.
  17. A. Bhatt, B. Rajput and J. Xiong. Zakai equation of nonlinear filtering with Ornstein-Uhlenbeck noise: Existence and Uniqueness. Stochastic Processes and Functional Analysis: Recent Advances. A Volume in Honor of Professor M.M. Rao, 67-79, 2004.
  18. T. Kurtz and J. Xiong. A stochastic evolution equation arising from the fluctuation of a class of interacting particle systems. Communication Mathematical Sciences Vol. 2, 325-358, 2004.
  19. D. Dawson, K. Fleischmann, L. Mytnik, E. Perkins, and J. Xiong. Mutually catalytic processes in the plane: Uniqueness, Ann. Inst. H. Poincaré Probab. Statist. 39, no. 1, 135--191, 2003.
  20. J. Xiong. Large deviation principle for optimal filtering. Appl. Math. Optim. 47, no. 2, 151--165, 2003.
  21. D. Dawson, A. Etheridge, K. Fleischmann, L. Mytnik, E. Perkins, and J. Xiong. Mutually catalytic processes in the plane: Finite measure states, Ann. Probab. 30, no. 4, 1681--1762, 2002.
  22. D. Dawson, A. Etheridge, K. Fleischmann, L. Mytnik, E. Perkins, and J. Xiong. Mutually catalytic processes in the plane: Infinite measure states, Electronic Journal of Probability, 7, Paper no. 15, pages 1-61, 2002.
  23. S. Feng and J. Xiong. Large deviation principle for Fleming-Viot process with neutral mutation, Electronic Communications in Probability, 7, 13-25, 2002.
  24. Y. Hu, G. Kallianpur and J. Xiong. An approximation for Zakai equation. Applied Mathematics and Optimization 45, No. 1, 23-44, 2002.
  25. K. Fleischmann and J. Xiong. A cyclically catalytic branching model. Annals of Probability, 2, 820-861, 2001.
  26. G. Kallianpur and J. Xiong. Asset pricing with stochastic volatility. Appl. Math. Optim. 43, No. 1, 47-62 2001.
  27. 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. pp. 500. Birkhauser, 2000.
  28. T. Kurtz and J. Xiong. Numerical solutions for a class of SPDEs with application to filtering, Stochastics in Finite and Infinite Dimension: In Honor of Gopinath Kallianpur. Edited by T. Hida, R. Karandikar, H. Kunita, B. Rajput, S. Watanabe and J. Xiong. Trends in Mathematics. Birkhauser, 2000.
  29. J. Xiong. A nonlinear differential equation associated with a class of interacting diffusion systems, \em Trends in Contemporary Infinite Dimensional Analysis and Quantunm Probability. Edited by L. Accardi, H.H. Kuo, N. Obata, K. Saito, S. Si and L. Streit. 2000, 433-457.
  30. T. Kurtz and J. Xiong. Particle representations for a class of nonlinear SPDEs. Stochastic Processes and their Applications 83, 1999, 103-126.
  31. J. Xiong, Exponential convergence for a system of conuclear space valued diffusions with mean-field interaction, Applied Mathematics and Optimization, 39, 1999, 281-307.
  32. H.H. Kuo and J. Xiong. Stochastic differential equations in white noise space, Infinite Dimensional Analysis, Quantum Probability and Related Topics 1, 1998, 611-632.
  33. A. Bhatt, G. Kallianpur, R. Karandikar and J. Xiong, On interacting systems of Hilbert space valued diffusions. Applied Mathematics and Optimization, Vol. 37, 1998, 151-188.
  34. J. Xiong, Book review on `` ``Stochastic Partial Differential Equations, A Modelling, White Noise Functional Approach'' by H. Holden, B. Oksendal, J. Uboe and T. Zhang'', Computing Reviews, Vol. 38, 1997, p333.
  35. J. Xiong, Invariant measures for diffusion processes in conuclear spaces, Stochastic Differential and Difference Equations, I. Csiszar and Gy. Michaletzky eds. 329-337, 1997, Birkh$\ddot{a}$user.
  36. J. Xiong, Large deviations for diffusion processes in duals of nuclear spaces, Applied Mathematics and Optimization, Vol. 34, 1996, 1-27.
  37. G. Kallianpur and J. Xiong, Large deviation principle for a class of stochastic partial differential equations, Annals of Probability, Vol. 24, 1996, 320-345.
  38. G. Kallianpur and J. Xiong, Diffusion approximation of stochastic differential equations driven by Poisson random measures, Annals of Applied Probability, Vol. 5, 1995, 493-517.
  39. G. Kallianpur and J. Xiong, Stochastic Differential Equations on Infinite Dimensional Spaces, IMS Lecture notes-monograph series, Vol. 26, 1995.
  40. G. Kallianpur and J. Xiong, Stochastic models of environmental pollution, Advances in Applied Probability, Vol. 26, 1994, 377-403.
  41. G. Kallianpur and J. Xiong, Asymptotic behavior of a system of interacting nuclear-space-valued stochastic differential equations driven by Poisson random measures, Applied Mathematics and Optimization, Vol. 30, 1994, 175-201.
  42. G. Kallianpur and J. Xiong, G. Hardy and S. Ramasubramanian, The existence and uniqueness of solutions of nuclear space-valued stochastic differential equations driven by Poisson random measures, Stochastics, Vol. 50, 1994, 85-122.
  43. G. Kallianpur and J. Xiong, Stochastic differential equations in infinite dimensions: A brief survey and some new directions of research, Multivariate Analysis: Future Directions, C. R. Rao, ed., North-Holland, 1993, 267-277.
  44. G. Kallianpur and J. Xiong, A nuclear-space-valued stochastic differential equation driven by Poisson random measures, Stochastic PDE's and their applications, B.L. Rozovskii and R.B. Sower, eds., Lecture Notes in Control and Information Sciences No. 176, Springer, 1992, 135-143.
  45. J. Xiong and M. P. Qian, Construction and properties of coupled diffusion processes, Acta Math. Appl. Sinica, Vol. 13, 1990, 391-400 (in Chinese).
  46. G. L. Gong, M. P. Qian and J. Xiong, On the winding of positive recurrent drifted Brownian motions, Chinese Journal of Applied Probability and Statistics, Vol. 6, 1990, 419-425.
  47. J. Xiong, The $\sigma$-finite invariant measure for diffusion processes, Beijing Daxue Xuebao, Vol. 24, 1988, p287-290 (in Chinese).