Concepedia

Jie Xiong

JX

75

Publications

2.4K

Citations

26

H-Index

1994

Active since

Affiliations

University of Macau(Current)

University of Tennessee at Knoxville

Southern University of Science and Technology

Shandong University

Hong Kong Polytechnic University

Jie Xiong is an author at University of Macau specializing in engineering, stochastic calculus, and stochastic analysis.

Top concepts

EngineeringStochastic CalculusStochastic AnalysisProbabilityStochastic ProcessesStochastic Differential EquationsSystems EngineeringProcess ControlLarge DeviationsFinance

Publications per year

1994–2025

75

Publications

75

Particle representations for a class of nonlinear SPDEs

Thomas G. Kurtz, Jie Xiong · Stochastic Processes and their Applications · 1999 · 177 citations

Stochastic Differential Equation, Nonlinear Spdes, Nonlinear Process +1

An Introduction to Stochastic Filtering Theory

Jie Xiong · OUP Catalogue · 2008 · 127 citations

Leader–follower stochastic differential game with asymmetric information and applications

Jingtao Shi, Guangchen Wang, Jie Xiong · Automatica · 2015 · 122 citations

Differential Game, Stochastic Game, Stochastic Processes +3

Mean‐Variance Portfolio Selection under Partial Information

Jie Xiong, Xun Yu Zhou · SIAM Journal on Control and Optimization · 2007 · 114 citations

Portfolio Optimization, Financial Economics, Asset Pricing +14

Approximate McKean–Vlasov representations for a class of SPDEs

Dan Crisan, Jie Xiong · Stochastics · 2009 · 108 citations

Spectral Theory, Engineering, Approximate Mckean–vlasov Representations +16

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