Prof. Xue-Mei Li

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