Xue-Mei Li’s recent preprints are on the Arxiv.
Background and Education
Professor Xue-Mei Li, currently affiliated with EPFL and Imperial College London, specializes in stochastic geometric analysis and probability. Her academic pursuits began at the University of Warwick, supported by the Sino-British Friendship Scholarship. She completed her PhD in 1993 and subsequently worked as an EPSRC Research Associate until 1995.
Professional Journey
In the United States, Professor Li’s career took a leap at the University of Connecticut, where she progressed from a tenure-track assistant professor to a tenured associate professor by 2001. Her early research was notably recognized with an Alexander von Humboldt Research Fellowship in 1996. The following year, she enhanced her research capabilities with a MSRI Reearch fellowship at the MSRI in Berkeley. In 2001, she returned to the UK, where she has since held several academic positions, and a Royal Society Advanced Leverhulme Research Fellowship.
Research Excellence and Recognition
Professor Li’s pioneering work has led to major advancements in stochastic flows, geometric stochastic analysis, Malliavin-Sobolev Calculus, and multi-scale analysis on manifolds. Recently, her research has expanded to include fluctuation theory of SPDEs, stochastic wave equations, stochastic models with long range dependent noise, and rough path theory. Her innovative contributions at the intersection of stochastic processes and geometric frameworks have consistently received support from prestigious institutions such as the US National Science Foundation, the Leverhulme Foundation, and the Royal Society. Additionally, significant funding from the EPSRC, UKRI, and the Swiss Science Foundation highlights her dedication to advancing mathematical sciences.
Li was an invited plenary speaker at the 8th International Congress of Chinese Mathematicians. She has delivered numerous lectures at summer schools worldwide, public lectures, and colloquia, as well as a master lecture at the Sanya Forum. She is also an invited speaker at BMC-BAMC 2025.
Li is known for her work on the BEL formula, strict local martingales (used in mathematical finance), analysis on path spaces which was delivered at an invited lecture at ICM 2006, geometric stochastic models, and long-range dependence.
Googlescholar page Research Gate Page Research Overview Publication by Topics Orchid Personal WebPage Imperial College personal WebPage 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