熊捷
职称:讲席教授
电话:0755-88018747
邮箱:xiongj@sustech.edu.cn
研究方向:随机分析 随机偏微分方程 随滤波与控制 金融数学 生物数学
个人简介
熊捷教授1983年本科毕业于北京大学,1992年获得美国北卡罗来纳大学教堂山分校博士学位。1993年加入美国田纳西大学数学系,1999年晋升为副教授并获终身教职;2004年晋升为教授;2012年受邀加盟澳门大学,任终身教授,2017年加盟南方科技大学数学系,任讲席教授。
熊捷教授的研究重点是随机滤波与控制及其应用,尤其是与金融数学与生物数学相关的数学问题。他的工作的一个显著特点是严谨的数学和真实应用的有机结合。已在Springer、IMS Monograph、牛津大学出版社和世界科学出版社出版专著4本,在Annals of Probability、Probability Theory and Related Fields等世界一流杂志发表学术论文100余篇。
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,讲席教授;
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;
研究领域
随机分析
随机偏微分方程
随滤波与控制
金融数学
生物数学
代表论文
1.Jie Xiong (2013). Three Classes of Nonlinear Stochastic Partial Differential Equations. World Scientific.
2.J. Xiong (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. Xiong (editors). Stochastics in Finite and Infinite Dimensions: In Honor of Gopinath Kallianpur. pp. 500. Birkhauser, 2000.
4.G. Kallianpur and J. Xiong (1995). Stochastic Differential Equations on Infinite Dimensional Spaces, IMS Lecture notes-monograph series, Vol. 26.
5.R. Wang, J. Xiong 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. Xiong, 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. Xiong and X. Yang (2016) Superprocesses with 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 Product Rate 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 Differential Equations. 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 Application in 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 and Applications. Automatica J. IFAC 63, 60-73.
12.G. Wang, Z. Wu and J. Xiong (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. Xiong (2015). Large deviation principle for some measure-valued processes. Stoch. Proce. Appl. 125, no. 3, 970-993.
14.Zenghu Li, Huili Liu, Jie Xiong 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. Xiong (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. Xiong (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. Xiong 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. 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). 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. 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-Variance portfolio selection under partial information. SIAM J. Control Optim. 46, no. 1, 156–175.
23.Z. Li, H. Wang and J. Xiong. (2004). A degenerate stochastic partial differential equation for superprocesses with singular interaction. Probab. Th. Relat. Fields 130, 1-17.
24.J. Xiong (2004). A stochastic log-Laplace equation. Ann. Probab. 32, 2362-2388.
25.D. Dawson, A. Etheridge, K. Fleischmann, L. Mytnik, E. Perkins, and J. Xiong (2002). Mutually catalytic processes in the plane: Finite measure states. Ann. Probab. 30, no. 4, 1681–1762.
26.K. Fleischmann and J. Xiong (2001). A cyclically catalytic branching model, Annals of Probability, 2, 820-861.
27.T. Kurtz and J. Xiong (1999). Particle representations for a class of nonlinear SPDEs. Stochastic Processes and their Applications 83, 103-126.
28.G. Kallianpur and J. Xiong, Large deviation principle for a class of stochastic partial differential equations, Annals of Probability, 24, 1996, 320-345.
29.G. Kallianpur and J. Xiong, Diffusion approximation of stochastic differential equations driven by Poisson random measures, Annals of Applied Probability, 5, 1995, 493-517.
30.J. Xiong and M. P. Qian (1990). Construction and properties of coupled diffusion processes, Acta Math. Appl. Sinica, 13, 391-400 (in Chinese).