熊捷
讲席教授
xiongj@sustech.edu.cn http://faculty.sustech.edu.cn/xiongj/
简历
科研
教学
发表论著
教育经历
1992年,北卡罗来纳大学教堂山分校,统计系,获哲学博士学位;
1986年,北京大学,统计系,获统计硕士学位;
1983年,北京大学,数学系获数学学士学位;
工作经历
?2017年12月至今,南方科技大学,数学系,讲座教授;
?2012年至2017年,澳门大学,数学系,教授;
?2004年至2014年,田纳西大学,数学系,教授;
?1999年至2004年,田纳西大学,数学系,副教授;
?1993年至1999年,田纳西大学,数学系,助理教授;
?1992年至1993年,北卡罗来纳大学夏洛特分校,访问讲师;
?1986年至1988年,北京大学,指导员;
荣誉及获奖
? HumboldtResearch Fellowship, 2003.
? CanadaResearch Chair in Stochastic Processes and Filtering. 2002.
? Universityof Tennessee-Oak Ridge National Lab Science Alliance research award. 1996-2000.
? GraduateSchool Dissertation Fellowship. 1992.
? GeorgeE. Nicholson, Jr. Fellowship, 1989.
Selected Publications
1. Jie Xiong (2013). Three Classes of NonlinearStochastic Partial Differential Equations. World Scientific.
2. J. Xiong (2008). An Introduction toStochastic Filtering Theory, Oxford Graduate Texts in Mathematics. 18. OxfordUniversity Press.
3. T. Hida, R. Karandikar, H. Kunita, B.Rajput, S. Watanabe and J. Xiong (editors). Stochastics in Finite and InfiniteDimensions: In Honor of Gopinath Kallianpur. pp. 500. Birkhauser, 2000.
4. G. Kallianpur and J. Xiong (1995). StochasticDifferential Equations on Infinite Dimensional Spaces, IMS Lecturenotes-monograph series, Vol. 26.
5. R. Wang, J. Xiong and L. Xu (2017).Irreducibility of stochastic real Ginzburg-Landau equation driven by stablenoises and applications. Bernoulli, 23, No. 2, 1179-1201.
6. Z. Dong, J. Xiong, J. L. Zhai and T. S.Zhang (2017), A Moderate Deviation Principle for 2-DStochastic Navier-StokesEquations Driven by Multiplicative L′evy Noises. J. Funct. Anal., 272, no. 1,227-254.
7. J. Xiong and X. Yang (2016) Superprocesseswith interaction and immigration. Stochastic Processes Appl. 126, 3377-3401.
8. Y. Chen, H. Ge, J. Xiong and L. Xu (2016).The Large Deviation Principle and Fluctuation Theorem for the Entropy ProductRate of a Stochastic Process in Magnetic Fields. J. Math. Physics. 57, 073302
9. F. Wang, J. Xiong and L. Xu (2016).Asymptotics of Sample Entropy Production Rate for Stochastic DifferentialEquations. Journal Statistical Physics.163, no. 5, 1211-1234,
10. S. Lenhart, J. Xiong and J. Yong (2016).Optimal Controls for Stochastic Partial Differential Equations with an Applicationin Controlling Rabbit Population. SIAM Control. Optim. 54, no. 2, 495-535
11. J.T. Shi, G.C. Wang and J. Xiong (2016).Leader-Follower Stochastic Differential Game with Asymmetric Information andApplications. Automatica J. IFAC 63, 60-73.
12. G. Wang, Z. Wu and J. Xiong (2015). Alinear-quadratic optimal control problem of forward-backward stochasticdifferential equations with partial information. IEEE Transactions on AutomaticControl 60, No.11, 2904-2916.
13. P. Fatheddin and J. Xiong (2015). Largedeviation principle for some measure-valued processes. Stoch. Proce. Appl. 125,no. 3, 970-993.
14. Zenghu Li, Huili Liu, Jie Xiong and XiaowenZhou (2013). The reversibility and an SPDE for the generalized Fleming-Viotprocesses with mutation. Stoch. Proce. Appl.123, 4129-4155.
15. J. Xiong (2013). Super-Brownian motion as theunique strong solution to a SPDE. Ann. Probab. 41, No. 2, 1030-1054.
16. G.C. Wang, Z. Wu and J. Xiong (2013). Maximumprinciples for optimal control of forward-backward stochastic systems underpartial information. SIAM J. Control Optim. 51, No. 1, 491-524.
17. Z. Li, H. Wang, J. Xiong and X. Zhou (2012),Joint continuity of the solutions to a class of nonlinear SPDEs. Probab. TheoryRelat. Fields 153, No. 3, 441-469.
18. J. Detemple, W. Tian and J. Xiong (2012).Optimal stopping with reward constraints. Financial Stochastics 16, 423-448.
19. L. Mytnik, J. Xiong and O. Zeitouni (2011).Snake representation of a superprocess in random environment. ALEA, Lat. Am. J.Probab. Math. Stat. 8, 335–377.
20. J. Huang, G. Wang and J. Xiong (2009). AMaximum Principle for Partial Information Backward Stochastic Control Problemswith Applications. SIAM J. Control Optim.40, No. 4, 2106-2117.
21. K.J. Lee, C. Mueller and J. Xiong (2009).Some properties for superprocess over a stochastic flow. Ann. Inst. H.Poincar\’e Probab. Statist. 45, No. 2, 477-490.
22. J. Xiong and X.Y. Zhou (2007). Mean-Varianceportfolio selection under partial information. SIAM J. Control Optim. 46, no.1, 156–175.
23. Z. Li, H. Wang and J. Xiong. (2004). Adegenerate stochastic partial differential equation for superprocesses withsingular interaction. Probab. Th. Relat. Fields 130, 1-17.
24. J. Xiong (2004). A stochastic log-Laplaceequation. Ann. Probab. 32, 2362-2388.
25. D. Dawson, A. Etheridge, K. Fleischmann, L.Mytnik, E. Perkins, and J. Xiong (2002). Mutually catalytic processes in theplane: Finite measure states. Ann.Probab. 30, no. 4, 1681–1762.
26. K. Fleischmann and J. Xiong (2001). Acyclically catalytic branching model, Annals of Probability, 2, 820-861.
27. T. Kurtz and J. Xiong (1999). Particlerepresentations for a class of nonlinear SPDEs. Stochastic Processes and theirApplications 83, 103-126.
28. G. Kallianpur and J. Xiong, Large deviationprinciple for a class of stochastic partial differential equations, Annals ofProbability, 24, 1996, 320-345.
29. G. Kallianpur and J. Xiong, Diffusionapproximation of stochastic differential equations driven by Poisson randommeasures, Annals of Applied Probability, 5, 1995, 493-517.
30. J. Xiong and M. P. Qian (1990). Constructionand properties of coupled diffusion processes, Acta Math. Appl. Sinica, 13,391-400 (in Chinese).