Jie-Yu Xiong

Finance · 2005–2018

A researcher in the Science corpus: 5 papers; trusts 21 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 38 citations into it; #9,634 of 10,518 by trust here, #6,419 by citations
• Demography — 11 citations into it
• Mathematical Physics — 11 citations into it
• Economics and Econometrics — 10 citations into it
• Control and Systems Engineering — 8 citations into it
• Applied Mathematics — 7 citations into it
• Statistics and Probability — 5 citations into it

Whom Jie-Yu Xiong trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. D. Crisan
2. Arnaud Guillin
3. Fuqing Gao
4. Pierre Del Moral
5. Martin Hairer
6. Rainer Buckdahn
7. Robert Sh. Liptser
8. Xingqiu Zhao
9. Michael Röckner
10. Arnaud Doucet

Who trusts Jie-Yu Xiong overall

1. Jiongmin Yong

Papers from Jie-Yu Xiong's perspective

Ordered by how strongly the researchers Jie-Yu Xiong trusts endorse each paper. Same corpus, a different order for every researcher.

1. Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering
2. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
3. Stochastic Equations in Infinite Dimensions
4. Mean field games
5. Aspects of Sobolev-type inequalities
6. Stochastic Evolution Equations of Jump Type: Existence, Uniqueness and Large Deviation Principles
7. Mean-field backward stochastic differential equations and related partial differential equations
8. A survey of convergence results on particle filtering methods for practitioners (IEEE Transactions on Signal Processing)
9. A General Stochastic Maximum Principle for SDEs of Mean-field Type
10. Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing

Their papers

• An Introduction to Optimal Control of FBSDE with Incomplete Information (2018) — 55 citations
• Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations (2016) — 72 citations
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations (2015) — 72 citations
• A Moderate Deviation Principle for 2-D Stochastic Navier-Stokes Equations Driven by Multiplicative L\'evy Noises (2015) — 55 citations
• Approximate McKean–Vlasov representations for a class of SPDEs (2005) — 111 citations