Stochastic differential equations in infinite dimensional spaces G Kallianpur, J Xiong IMS, 1995 | 356 | 1995 |
An introduction to stochastic filtering theory J Xiong OUP Oxford, 2008 | 262 | 2008 |
Particle representations for a class of nonlinear SPDEs TG Kurtz, J Xiong Stochastic Processes and their Applications 83 (1), 103-126, 1999 | 232 | 1999 |
Mean-variance portfolio selection under partial information J Xiong, XY Zhou SIAM Journal on Control and Optimization 46 (1), 156-175, 2007 | 125 | 2007 |
Approximate McKean–Vlasov representations for a class of SPDEs D Crisan, J Xiong Stochastics An International Journal of Probability and Stochastics …, 2010 | 108 | 2010 |
Leader–follower stochastic differential game with asymmetric information and applications J Shi, G Wang, J Xiong Automatica 63, 60-73, 2016 | 95 | 2016 |
A maximum principle for partial information backward stochastic control problems with applications J Huang, G Wang, J Xiong SIAM journal on Control and Optimization 48 (4), 2106-2117, 2009 | 94 | 2009 |
Maximum principles for forward-backward stochastic control systems with correlated state and observation noises G Wang, Z Wu, J Xiong SIAM Journal on Control and Optimization 51 (1), 491-524, 2013 | 90 | 2013 |
Research of improving semantic image segmentation based on a feature fusion model Y Chen, J Tao, L Liu, J Xiong, R Xia, J Xie, Q Zhang, K Yang Journal of Ambient Intelligence and Humanized Computing 13 (11), 5033-5045, 2022 | 89 | 2022 |
A linear-quadratic optimal control problem of forward-backward stochastic differential equations with partial information G Wang, Z Wu, J Xiong IEEE Transactions on Automatic Control 60 (11), 2904-2916, 2015 | 84 | 2015 |
A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems TG Kurtz, J Xiong Communications in Mathematical Sciences 2 (3), 325-358, 2004 | 68 | 2004 |
Linear quadratic optimal control problems for mean-field backward stochastic differential equations X Li, J Sun, J Xiong Applied Mathematics & Optimization 80, 223-250, 2019 | 65 | 2019 |
Super-Brownian motion as the unique strong solution to an SPDE J Xiong | 53 | 2013 |
Numerical solutions for a class of SPDEs with application to filtering TG Kurtz, J Xiong Stochastics in Finite and Infinite Dimensions: In Honor of Gopinath …, 2001 | 49 | 2001 |
A moderate deviation principle for 2-D stochastic Navier–Stokes equations driven by multiplicative Lévy noises Z Dong, J Xiong, J Zhai, T Zhang Journal of Functional Analysis 272 (1), 227-254, 2017 | 48 | 2017 |
Large deviations for a class of stochastic partial differential equations G Kallianpur, J Xiong The Annals of Probability, 320-345, 1996 | 48 | 1996 |
A general stochastic maximum principle for a Markov regime switching jump-diffusion model of mean-field type X Zhang, Z Sun, J Xiong SIAM Journal on Control and Optimization 56 (4), 2563-2592, 2018 | 46 | 2018 |
Linear-quadratic stochastic Stackelberg differential game with asymmetric information J Shi, G Wang, J Xiong Science China Information Sciences 60, 1-15, 2017 | 43 | 2017 |
An introduction to optimal control of FBSDE with incomplete information G Wang, Z Wu, J Xiong Springer, 2018 | 42 | 2018 |
A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information G Wang, H Xiao, J Xiong Automatica 97, 346-352, 2018 | 41 | 2018 |