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Qiaohuijie
Associate professor
Statistics and Actuarial Department
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211189
  • Curriculum Vitae
  • Research
  • Honors and Awards
  • Activity
  • 07/2008-04/2015 Southeast University, Lecturer05/2015-present Southeast University, Associate Professor
    02/2011-08/2011 Visit Department of Applied Mathematics in Illinois Institute of Technology, Chicago, USA; 09/2011-02/2012 Visit Institute for Pure and Applied Mathematics in University of California, Los Angeles, USA; 01/2013-02/2013 Visit Institute for Pure and Applied Mathematics in University of California, Los Angeles, USA; 07/2013-08/2013 Visit University of Minnesota-Twin Cities (Minneapolis), USA; 10/2019-07/2020 Visit University of Illinois at Urbana-Champaign, USA; 07/2024 Visit City University of Hong Kong, CHINA
    09/1999-06/2003 B.Sc. in Fundamental and Applied Mathematics, Henan Normal University09/2003-06/2008 Ph.D. in Stochastic Analysis, Huazhong University of Science and Technology

  • Publications and Preprints:

       61. Ma Y. and Qiao H.: Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations, http://arxiv.org/abs/2508.15301.

    60. Cheng L., Liu W., Qiao H. and Zhu F.: General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations, https://arxiv.org/abs/2507.07001.

    59. Qiao H.: Uniform large deviation principles and averaging principles for stochastic Burgers type equations with reflection, https://arxiv.org/abs/2506.15443.

    58. Xiang J. and Qiao H.: Averaging principles and central limit theorems for multiscale McKean-Vlasov stochastic systems, http://arxiv.org/abs/2501.11853.

    57. Qiao H.: Large deviations for invariant measures of multivalued stochastic differential 
    equations with jumps, http://arxiv.org/abs/2412.01225.
    56. Qiao H.: Probabilistic approach to homogenization for a type of multivalued Dirichlet-
    Neumann problems, https://arxiv.org/abs/2406.00564.
    55. Qiao H.: Asymptotic behaviors of multiscale multivalued stochastic systems with small 
    noises, http://arxiv.org/abs/2306.06922.
    54. Qiao H. and Wei W.: Weak approximation of nonlinear filtering for multiscale McKean-Vlasov 
    stochastic systems, http://arxiv.org/abs/2212.00240.

    53. Qiao H. and Wei W.: Strong approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems, http://arxiv.org/abs/2206.05037.

    52. Qiao H.: The central limit theorem for stochastic Volterra equations with singular kernels, to 
    appear inActa Mathematicae Applicatae Sinica, English Series.
    51. Qiao H.: Large deviations of multiscale multivalued McKean-Vlasov stochastic systems, to 
    appear in Stochastic Analysis and Applications.

    50. Xiang J. and Qiao H.: Asymptotic behaviors of multiscale McKean-Vlasov stochastic systems，to appear in Discrete and Continuous Dynamical Systems-S.

    49. Liu Y. and Qiao H.: Large deviations for generalized backward stochastic differential equations, 
    to appear in Bulletin of the Iranian Mathematical Society.

    48. Qiao H.: Limit theorems of stochastic differential equations with jumps, Journal of Applied Probability, 2025, https://doi.org/10.1017/jpr.2025.17.

    47. Qiao H.: Averaging principles for forward-backward multivalued stochastic systems and applications 
    to systems of nonlinear parabolic partial differential equations, Probability, Uncertainty and Quantitative 
    Risk, 10(2025)191-212.

    46. Qiao H. and Gong J.: Stability for multivalued McKean-Vlasov stochastic differential equations, Frontiers of Mathematics, 20(2025) 905-932. SCI

    45. Qiao H. and Wu J.-L.: Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients, Journal of Differential Equations, 431(2025)113220. SCI

    44. Qiao H. and Zhu S.: A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic 
    systems, Comptes Rendus. Mathématique, 362(2024)1287-1299. SCI
    43. Qiao H. and Zhu S.: Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic 
    differential equations, Stochastics, 96(2024)1369-1387.SCI

    42. Liu M. and Qiao H.: Uniqueness and superposition of the space-distribution-dependent Zakai equations, Infinite Dimensional Analysis, Quantum Probability and Related Topics, 27(2024)2350014(24 pages). SCI

    41. Qiao H.: Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential 
    equations, Journal of Mathematical Analysis and Applications, 528(2023)127532. SCI

    40. Fang K., Liu W., Qiao H. and Zhu F.: Asymptotic behaviors of small perturbation for multivalued McKean-Vlasov stochastic differential equations, Applied Mathematics and Optimization, 88(2023)22. SCI

    39. Qiao H.: Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises, Stochastics and Dynamics, 23(2023)2350016(30 pages). SCI

    38. Qiao H. and Gong J.: Backward multivalued McKean-Vlasov SDEs and associated variational inequalities, Discrete and Continuous Dynamical Systems-S, 16(2023)819-845. SCI

    37. Liu S., Gao H., Qiao H. and Lu N.: The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations, Communications in Nonlinear Science and Numerical Simulation, 121(2023)107203. SCI

    36. Qiao H.: Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes, Journal of Dynamics and Differential Equations, 34(2022) 2491-2509.SCI

    35. Qiao H. and Wu J.-L.: Path independence of the additive functionals for stochastic differential equations driven by G-Lévy processes, Probability, Uncertainty and Quantitative Risk, 7(2022)101-118. SCI

    34. Qiao H.: Convergence of nonlinear filtering for stochastic dynamical systems with Lévy noises, Stochastic Analysis and Applications, 40(2022)352-378. SCI

    33. Liu M. and Qiao H.: Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations, Acta Mathematica Scientia-B, 42 (2022)876-886. SCI

    32. Qiao H.: Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces, Bulletin des sciences mathématiques, 174(2022)103084. SCI

    31. Qiao H.: Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems, Nonlinear Differential Equations and Applications, 29(2022) Article number: 8. SCI

    30. Qiao H.: Nonlinear filtering of stochastic differential equations with

    correlated Lévy noises, Stochastics, 93(2021)1156-1185. SCI

    29. Qiao H. and Wu J.-L.: Supports for degenerate stochastic differential equations with jumps and applications, Statistics and Probability Letters,177(2021)109176(9 pages). SCI

    28. Ding X. and Qiao H.: Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients, Journal of Theoretical Probability, 34(2021)1408-1425. SCI

    27. Qiao H. and Wu J.-L.: Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps, Infinite Dimensional Analysis, Quantum Probability and Related Topics, 24(2021)2150006(20 pages). SCI

    26. Ding X. and Qiao H.: Stability for stochastic McKean-Vlasov equations with non-Lipschitz coefficients, SIAM Journal on Control and Optimization, 59(2021)887-905. EI,SCI

    25. Zhang Y., Qiao H. and Duan J.: Effective filtering analysis for non-Gaussian dynamic systems, Applied Mathematics and Optimization,83(2021)437-459. EI,SCI

    24. Qiao H.: Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces, Journal of Mathematical Analysis and Applications, 487(2020)123979(22 pages).SCI

    23.  Qiao H. and Wu J.-L.: On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces, Discrete and Continuous Dynamical Systems-B, 24(2019)1449-1467. SCI

       22. Qiao H., Zhang Y. and Duan J.: Effective filtering on a random slow manifold, Nonlinearity, 31(2018)4649-4666. SCI

        21. Qiao H.: Uniqueness for measure-valued equations of nonlinear filtering     for stochastic dynamical systems with Lévy noises, Advances in Applied Probability, 50(2018)396-413. EI, SCI

        20. Qiao H.: Stationary solutions for stochastic differential equations driven by      Lévy processes, Journal of Dynamics and Differential Equations, 29(2017)1195-1213.SCI

    19. Qiao H. and Wu J.-L.: Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps, Statistics and Probability Letters, 119(2016)326-333. SCI

    18. Qiao H. and Duan J.: Stationary measure for stochastic differential equations with jumps, Stochastics, 88(2016)864-883. SCI

    17. Qiao H. and Duan J.: Lyapunov exponents of stochastic differential equations driven by Lévy processes, Dynamical Systems, 31(2016)136-150. EI,SCI

    16. Qiao H. and Duan J.: Nonlinear filtering of stochastic dynamical system     with Lévy noises, Advances in Applied Probability, 47(2015)902-918. EI, SCI

    15. Qiao H.: The cocycle property of stochastic differential equations driven by G- Brownian motion, Chinese Annals of Mathematics-B, 36(2015)147-160. SCI

    14. Qiao H. and Duan J.: Asymptotic methods for stochastic dynamical systems   with small non-Gaussian Lévy noise, Stochastics and Dynamics, 15(2015)1550004 (16 pages). SCI

        13. Qiao H.: Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients, Osaka Journal of Mathematics, 51(2014)47-66. SCI

        12. Qiao H.: Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients, Journal of Theoretical Probability, 27(2014)137-152. SCI

    11. Qiao H. and Duan J.: Topological equivalence for discontinuous random dynamical systems and applications, Stochastics and Dynamics, 14(2014)1350007 (28pages). SCI

    10. Qiao H., Kan X. and Duan J.: Escape probability for stochastic dynamical   systems with jumps, In: Frederi G. Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart (eds.) Malliavin Calculus and Stochastic Analysis, pp. 195-216. Springer, New York (2013).EI

    9. Wang H., Ji Z., Qiao H. and Sun Y.: The precision for fluid flow model of window-size behavior of the transmission control protocol, ICIC Express Letters, 6(2012)2147-2152. EI

    8. Qiao H. and Duan J.: A multiplicative ergodic theorem for discontinuous random dynamical systems and applications, https://arxiv.org/abs/1204.5050.

    7. Qiao H.: Homeomorphism flows for non-Lipschitz SDEs driven by Lévy processes, Acta Mathematica Scientia-B, 32(2012)1115-1125. SCI

        6. Qiao H.: A theorem dual to the Yamada-Watanabe theorem for stochastic evolution equations, Stochastics and Dynamics, 10(2010)367-374. SCI

        5. Qiao H.: Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications, Journal of Mathematical Analysis and Applications, 355(2009)725-738. SCI

        4. Qiao H.: A nonlinear stochastic evolution equation in Hilbert space, Acta Mathematica Scientia-A, 29 (2009)383-391.

        3. Qiao H. and Zhang X.: Homeomorphism flows for non-Lipschitz stochastic      differential equations with jumps, Stochastic Processes and their Applications,  118(2008)2254-2268. EI,SCI

        2. Qiao H. and Zhang X.: Homeomorphism of solutions to backward SDEs and applications, Stochastic Processes and their Applications, 117(2007)399-408. EI,SCI

        1. Qiao H.: Strong solutions of stochastic differential equations, Mathematica Applicata (China),19(2006)863-868.



























  • 2011-2013    Pr       Awards:

    1. 2023/09-2        1.     06/2024-05/2027   Participate in the Jiangsu Provincial Scientific Research Center of Applied Mathematics

    2.                                       09/2023-09/2025   Preside over a crossing research project

    3.  06/2021-06/2023    Preside over a crossing research project

    4.   01/2021-12/2024   Preside over the general program “Study on Some Properties of Stochastic Partial Differential Equations with Jumps”  sponsored by the National Natural Science Foundation of China

    5.   09/2019-02/2020    Preside over the program “Study on service consumption in Jiangsu” sponsored by Statistics bureau of Jiangsu province

    6.   06/2019-06/2020     Be awarded a scholarship under Jiangsu Province Scholarship Fund to pursue study

    7.   05/2019-12/2019    Be awarded a scholarship under the State Scholarship Fund to  pursue study in the United States of America

    8.   09/2017-09/2019    Participate in National Statistical Scientific Research Project of China “Dynamic Data Sequence Mutation Detection and its Application in Early Warning and Monitoring”

    9.   01/2017-12/2020    Participate in the general program “Numerical Methods for  Solving Rigid and Nonlinear Stochastic Delay Differential Equations”  sponsored by the National Natural Science Foundation of China

    10.    01/2014-12/2017   Participate in the general program “Rough Path Theory with Applications to Stochastic Partial Differential Equations”  sponsored by the National Natural Science Foundation of China

    11.   01/2011-12/2013    Preside over the youth program “Study on Stochastic Partial Differential Equations with Jumps”  sponsored by the National Natural Science Foundation of China

    12.   09/2010-09/2012   Be awarded a scholarship under the State Scholarship Fund to pursue study