Li’s research spans several key areas in stochastic analysis and geometric stochastic analysis. Her current research interests include:
- Theoretical studies of stochastic differential equations and stochastic partial differential equations.
- Development of stochastic models related to problems in physics, biology, engineering, social sciences, and other applied disciplines.
- Investigation of effective dynamics theories emerging from multi-scale stochastic dynamics.
- Developing tools for solving problems at the interface of probability and differential geometry.
- Investigation of stochastic dynamics.
- Applications of Rough Path Theory.
- Study of the Theory of Renormalization.
Useful Links:
Li’s Arxiv page Googlescholar page Research Gate Page Research Overview Publication by Topics Personal Page Imperial College Page Talks Imperial College London University of Warwick University of Connecticut University of Bochum, University of Bonn, MSRI
Sino-British Friendship Scholarship Scheme: Thatcher’s speech and memo
Lecture Notes:
Markov Processes Stochastic Analysis Markov Processes-semi-group Measure and Integration