Faculty

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xingkong星空中国官网 Jie
Chair Professor
xiongj@sustech.edu.cn

Education
Ph.D., Statistics (May, 1992), University of North Carolina at Chapel Hill. Dissertation: Stochastic differential equations in duals of nuclear spaces (G. Kallianpur, advisor)
M.A., Statistics (July, 1986), Peking University, Beijing, China. Dissertation: Some problems about diffusion processes (M.P. Qian, advisor)
B.S., Mathematics (July, 1983), Peking University, Beijing, China.

Employment history
Chair Professor, Southern University of Science and Technology, 2017-present.
Professor, University of Macau, 2012-2017.
Professor, University of Tennessee, 2004-2014.
Associate Professor, University of Tennessee, 1999-2004.
Assistant Professor, University of Tennessee, 1993-1999
Visiting Lecturer, University of North Carolina at Charlotte, 1992-1993.
Instructor, Peking University, 1986-1988

 

Research interests
Stochastic differential equations, Markov processes, Limit theory, Stochastic analysis, Stochastic control and filtering, Mathematical finance.

 

Awards received
Humboldt Research Fellowship, 2003.
Canada Research Chair in Stochastic Processes and Filtering. 2002.
University of Tennessee-Oak Ridge National Lab Science Alliance research award. 1996-2000.
Graduate School Dissertation Fellowship. 1992
George E. Nicholson, Jr. Fellowship, 1989.

 

Selected Publications
1.Jie xingkong星空中国官网 (2013). Three Classes of Nonlinear Stochastic Partial Differential Equations. World Scientific.
2.J. xingkong星空中国官网 (2008). An Introduction to Stochastic Filtering Theory, Oxford Graduate Texts in Mathematics. 18. Oxford University Press.
3.T. Hida, R. Karandikar, H. Kunita, B. Rajput, S. Watanabe and J. xingkong星空中国官网 (editors). Stochastics in Finite and Infinite Dimensions: In Honor of Gopinath Kallianpur. pp. 500. Birkhauser, 2000.
4.G. Kallianpur and J. xingkong星空中国官网 (1995). Stochastic Differential Equations on Infinite Dimensional Spaces, IMS Lecture notes-monograph series, Vol. 26.
5.R. Wang, J. xingkong星空中国官网 and L. Xu (2017). Irreducibility of stochastic real Ginzburg-Landau equation driven by stable noises and applications. Bernoulli, 23, No. 2, 1179-1201.
6.Z. Dong, J. xingkong星空中国官网, J. L. Zhai and T. S. Zhang (2017), A Moderate Deviation Principle for 2-DStochastic Navier-Stokes Equations Driven by Multiplicative L′evy Noises. J. Funct. Anal., 272, no. 1, 227-254.
7.J. xingkong星空中国官网 and X. Yang (2016) Superprocesses with interaction and immigration. Stochastic Processes Appl. 126, 3377-3401.
8.Y. Chen, H. Ge, J. xingkong星空中国官网 and L. Xu (2016). The Large Deviation Principle and Fluctuation Theorem for the Entropy Product Rate of a Stochastic Process in Magnetic Fields. J. Math. Physics. 57, 073302
9.F. Wang, J. xingkong星空中国官网 and L. Xu (2016). Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations. Journal Statistical Physics.163, no. 5, 1211-1234,
10.S. Lenhart, J. xingkong星空中国官网 and J. Yong (2016). Optimal Controls for Stochastic Partial Differential Equations with an Application in Controlling Rabbit Population. SIAM Control. Optim. 54, no. 2, 495-535
11.J.T. Shi, G.C. Wang and J. xingkong星空中国官网 (2016). Leader-Follower Stochastic Differential Game with Asymmetric Information and Applications. Automatica J. IFAC 63, 60-73.
12.G. Wang, Z. Wu and J. xingkong星空中国官网 (2015). A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information. IEEE Transactions on Automatic Control 60, No.11, 2904-2916.
13.P. Fatheddin and J. xingkong星空中国官网 (2015). Large deviation principle for some measure-valued processes. Stoch. Proce. Appl. 125, no. 3, 970-993.
14.Zenghu Li, Huili Liu, Jie xingkong星空中国官网 and Xiaowen Zhou (2013). The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation. Stoch. Proce. Appl.123, 4129-4155.
15.J. xingkong星空中国官网 (2013). Super-Brownian motion as the unique strong solution to a SPDE. Ann. Probab. 41, No. 2, 1030-1054.
16.G.C. Wang, Z. Wu and J. xingkong星空中国官网 (2013). Maximum principles for optimal control of forward-backward stochastic systems under partial information. SIAM J. Control Optim. 51, No. 1, 491-524.
17.Z. Li, H. Wang, J. xingkong星空中国官网 and X. Zhou (2012), Joint continuity of the solutions to a class of nonlinear SPDEs. Probab. Theory Relat. Fields 153, No. 3, 441-469.
18.J. Detemple, W. Tian and J. xingkong星空中国官网 (2012). Optimal stopping with reward constraints. Financial Stochastics 16, 423-448.
19.L. Mytnik, J. xingkong星空中国官网 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. xingkong星空中国官网 (2009). A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications. SIAM J. Control Optim.40, No. 4, 2106-2117.
21.K.J. Lee, C. Mueller and J. xingkong星空中国官网 (2009). Some properties for superprocess over a stochastic flow. Ann. Inst. H. Poincar\’e Probab. Statist. 45, No. 2, 477-490.
22.J. xingkong星空中国官网 and X.Y. Zhou (2007). Mean-Variance portfolio selection under partial information. SIAM J. Control Optim. 46, no. 1, 156–175.
23.Z. Li, H. Wang and J. xingkong星空中国官网. (2004). A degenerate stochastic partial differential equation for superprocesses with singular interaction. Probab. Th. Relat. Fields 130, 1-17.
24.J. xingkong星空中国官网 (2004). A stochastic log-Laplace equation. Ann. Probab. 32, 2362-2388.
25.D. Dawson, A. Etheridge, K. Fleischmann, L. Mytnik, E. Perkins, and J. xingkong星空中国官网 (2002). Mutually catalytic processes in the plane: Finite measure states. Ann. Probab. 30, no. 4, 1681–1762.
26.K. Fleischmann and J. xingkong星空中国官网 (2001). A cyclically catalytic branching model, Annals of Probability, 2, 820-861.
27.T. Kurtz and J. xingkong星空中国官网 (1999). Particle representations for a class of nonlinear SPDEs. Stochastic Processes and their Applications 83, 103-126.
28.G. Kallianpur and J. xingkong星空中国官网, Large deviation principle for a class of stochastic partial differential equations, Annals of Probability, 24, 1996, 320-345.
29.G. Kallianpur and J. xingkong星空中国官网, Diffusion approximation of stochastic differential equations driven by Poisson random measures, Annals of Applied Probability, 5, 1995, 493-517.
30.J. xingkong星空中国官网 and M. P. Qian (1990). Construction and properties of coupled diffusion processes, Acta Math. Appl. Sinica, 13, 391-400 (in Chinese).