Xue-Mei Li’s recent preprints are at Arxiv. Other links: Google Scholar, Research gate , 
https://orcid.org/0000-0003-1211-0250. Publication by Topics .
Li X-M, Chen X, Wu B, Logarithmic heat kernel estimates without curvature restrictions, Annals of Probability, 51(2), pp. 442-477, arXiv:2106.02746 (2023)
Gozlan N, Li X-M, Madiman M, , Log-Hessian and Deviation Bounds for Markov Semi-Groups, and Regularization Effect in L1, Potential Analysis, 58, 123-158 arXiv:1907.10896 (2023)
Li X-M, Panloup F, Sieber J., On the (Non-)Stationary Density of Fractional-Driven Stochastic Differential Equations. Annals of Probability 51 (6) pp. 2056-2085. arXiv:2204.06329 (2023)
Li X-M, Sieber J, Slow-fast systems with fractional environment and dynamics, Annals of Applied Probability, Probab. 32(5), pp. 3964-4003 arXiv:2012.01910 (October 2022)
Hairer M, Li X-M, Generating diffusions with fractional Brownian motion, Communications in Mathematical Physics, 396, pp. 91-141, arXiv:2109.06948 (2022)
Li X-M, Sieber J, Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging, Stochastics and Dynamics, vol. 22, no. 07, 2240025 (47 pages). arXiv:2108.05573 (2022)
Gehringer J, Li X-M, Functional limit theorems for the fractional Ornstein-Uhlenbeck process, Journal of Theoretical Probability, Vol: 35, Pages: 426-456, arXiv:2104.06364 (2022)
Gehringer J, Li X-M, Sieber J, Functional limit theorems for volterra processes and applications to homogenization, Nonlinearity, Vol: 35, pp. 1-37, arXiv:2104.06364 (2022)
Li X-M, Hessian formulas and estimates for parabolic Schrödinger operators, Journal of Stochastic Analysis, Vol: 2, pp. 1-54, arXiv:1610.09538 (2021)
Gehringer J, Li X-M, Rough homogenisation with fractional dynamics, arXiv:2011.00075, 2022
Gehringer J, Li X-M, Diffusive and rough homogenisation in fractional noise field, arXiv:2006.11544, 2022
Hairer M, Li X-M, Averaging dynamics driven by fractional Brownian motion, Annals of Probability, Vol: 48, pp. 1826-1860, ISSN: 0091-1798, arXiv:1902.11251 (2019)
Li X-M, Gehringer J, Homogenization with fractional random fields, arXiv:1911.12600 (2019)
Li X-M, Perturbation of conservation laws and averaging on manifolds, Computation and Combinatorics in Dynamics, Stochastics and Control, Editors: Celledoni, Di Nunno, Ebrahimi-Fard, Munthe-Kaas, Publisher: Springer, pp. 499-550, arXiv:1705.08857 (2018)
Li X-M, Thompson J, First order Feynman-Kac formula, Stochastic Processes and their Applications, Vol: 128, Pages: 3006-3029, arXiv:1608.03856 (2018)
Li X-M, Doubly damped stochastic parallel translations and Hessian formulas, International Conference on Stochastic Partial Differential Equations and Related Fields, Publisher: Springer arXiv:1710.05169 (2018)
Li X-M, Generalised Brownian bridges: examples, Markov Processes and Related Fields, Vol: 24, Issue 1, pp 151-163, arXiv:1612.08716 (2018)
Li X-M, Homogenisation on homogeneous spaces, Journal of Mathematical Society of Japan, Vol: 70, pp. 519-572, arXiv:1505.06772 (2018)
Arnaudon M, Li X-M, Reflected Brownian motion: selection, approximation and linearization, Electronic Journal of Probability, Vol: 22, pp. 1-55, IarXiv:1602.00897 (2017)
Li X-M, Strict local martingales: Examples, STATISTICS & PROBABILITY LETTERS, Vol: 129, Pages: 65-68, arXiv:1609.00935 (2017)
Li X-M, On the Semi-classical Brownian Bridge Measure, Electronic Communications in Probability, Vol: 22, ISSN: 1083-589X (2017)
Li X-M, Limits of random differential equations on manifolds, Probability Theory and Related Fields, Vol: 166, pp. 659-712, ISSN: 0178-8051 (2016)
Li X-M, 2016, On hypoelliptic bridge, Electronic Communications in Probability, Vol: 21, ISSN: 1083-589X
Li X-M, 2016, Random perturbation to the geodesic equation, Annals of Probability, Vol: 44, Pages: 544-566, ISSN: 0091-1798
Chen X, Li X-M, 2014, Strong completeness for a class of stochastic differential equations with irregular coefficients, Electronic Journal of Probability, Vol: 19, ISSN: 1083-6489
Li X-M, 2012, The stochastic differential equation approach to analysis on path space, New trends in stochastic analysis and related topics, Publisher: World Sci. Publ., Hackensack, NJ, Pages: 207-226
Li X-M, Scheutzow M, 2011, Lack of strong completeness for stochastic flows, Annals of Probability, Vol: 39, Pages: 1407-1421, ISSN: 0091-1798
Li X-M, 2011, Intertwinned diffusions by examples, In Stochastic analysis 2010, Publisher: Springer, Heidelberg, Pages: 51-71
Chen X, Li X-M, Wu B, 2010, A concrete estimate for the weak Poincaré inequality on loop space, Probability Theory and Related Fields, Vol: 151, Pages: 559-590, ISSN: 1432-2064
Chen X, Li X-M, Wu B, 2010, A Poincaré inequality on loop spaces, Journal of Functional Analysis, Vol: 259, Pages: 1421-1442, ISSN: 0022-1236
Chen X, Li X-M, Wu B, 2010, A spectral gap for the Brownian bridge measure on hyperbolic spaces, Progress in analysis and its applications, Publisher: World Sci. Publ., Hackensack, NJ, Pages: 398-404
Elworthy KD, Le Jan Y, Li X-M, 2010, The geometry of filtering, Publisher: Birkhäuser Verlag, Basel, ISBN: 978-3-0346-0175-7
Chen X, Li X-M 2010, An approximation scheme for SDEs with non-smooth coefficients Arxiv:1008.0899
Li X-M, 2012 Effective Diffusions with Intertwined Structures Arxiv:1204.3250
Elworthy KD, Li X-M, 2008, An $L^2$ theory for differential forms on path spaces. I, Journal of Functional Analysis, Vol: 254, Pages: 196-245, ISSN: 0022-1236
Li X-M, 2008, An averaging principle for a completely integrable stochastic Hamiltonian system, Nonlinearity, Vol: 21, Pages: 803-822, ISSN: 0951-7715
Li X-M, Elworthy KD, 2007, Geometric stochastic analysis on path spaces, the International Congress of Mathematicians
Elworthy KD, Li X-M, 2007, Itô maps and analysis on path spaces, Mathematische Zeitschrift, Vol: 257, Pages: 643-706, ISSN: 0025-5874
Elworthy KD, Li X-M, 2006, Geometric stochastic analysis on path spaces, International Congress of Mathematicians. Vol. III, Publisher: Eur. Math. Soc., Zürich, Pages: 575-594https://doi.org/10.4171/022-3/30
Elworthy KD, Li X-M, 2006, Intertwining and the Markov uniqueness problem on path spaces, Stochastic partial differential equations and applications—VII, Publisher: Chapman & Hall/CRC, Boca Raton, FL, Pages: 89-95
Arnaudon M, Li X-M, 2005, Barycenters of measures transported by stochastic flows, The Annals of Probability, Vol: 33, Pages: 1509-1543, ISSN: 0091-1798
Arnaudon M, Hairer X, 2004, Barycentres of probability measures transported by stochastic flows, Annals of Probability, ISSN: 0091-1798
Elworthy KD, Le Jan Y, Li X-M, 2004, Equivariant diffusions on principal bundles, Stochastic analysis and related topics in Kyoto, Stochastic Analysis and Related Topics in Kyoto: In honour of Kiyosi Itô Vol 41, pp 31-47 Advanced Studies in Pure Mathematics, DOI: 10.2969/aspm/04110031
Elworthy KD, Li X-M, 2003, Some families of $q$-vector fields on path spaces, Infinite Dimensional Analysis, Quantum Probability and Related Topics, Vol: 6, Pages: 1-27, ISSN: 0219-0257
Li X-M, Wang F-Y, 2003, On the compactness of manifolds, Infinite Dimensional Analysis, Quantum Probability and Related Topics, Vol: 6, Pages: 29-38, ISSN: 0219-0257
Elworthy KD, Li X-M, 2003, Gross-Sobolev spaces on path manifolds: uniqueness and intertwining by Itô maps, Comptes Rendus Mathématique. Académie des Sciences. Paris, Vol: 337, Pages: 741-744, ISSN: 1631-073X
Elworthy KD, Li X-M, 2000, Special Itô maps and an $L^2$ Hodge theory for one forms on path spaces, In Stochastic processes, physics and geometry: new interplays, I (Leipzig, 1999), Publisher: Amer. Math. Soc., Providence, RI, Pages: 145-162 ISBN: 0-8218-1959-3
Elworthy KD, Li X-M, Yor M, 1999, The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes, Probability Theory and Related Fields, Vol: 115, Pages: 325-355, ISSN: 0178-8051
Arnaudon M, Li X-M, Thalmaier A, 1999, Manifold-valued martingales, changes of probabilities, and smoothness of finely harmonic maps, Annales de l’Institut Henri Poincaré. Probabilités et Statistiques, Vol: 35, Pages: 765-791, ISSN: 0246-0203
Elworthy KD, Le Jan Y, Li X-M, 1999, On the geometry of diffusion operators and stochastic flows, Publisher: Springer-Verlag, Berlin, ISBN: 3-540-66708-3
Elworthy KD, Li X-M, Rosenberg S, 1998, Bounded and $L^2$ harmonic forms on universal covers, Geometric and Functional Analysis, Vol: 8, Pages: 283-303, ISSN: 1016-443X
Elworthy KD, Li X-M, 1998, Bismut type formulae for differential forms, Comptes Rendus de l’Académie des Sciences. Série I. Mathématique, Vol: 327, Pages: 87-92, ISSN: 0764-4442
Elworthy KD, Le Jan Y, Li X-M, 1997, Concerning the geometry of stochastic differential equations and stochastic flows, New Trends in Stochastic Analysis: Proceedings of a Tanaguchi International Workshop Charingworth Manor September 21-27 1994, Publisher: World Scientific, Pages: 107-131
Elworthy KD, Li XM, Yor M, 1997, On the tails of the supremum and the quadratic variation of strictly local martingales, Séminaire de Probabilités, XXXI, Publisher: Springer, Berlin, Pages: 113-125
Li X-M, Zhao HZ, 1996, Gradient estimates and the smooth convergence of approximate travelling waves for reaction-diffusion equations, Nonlinearity, Vol: 9, Pages: 459-477, ISSN: 0951-7715
Elworthy KD, Le Jan Y, Li X-M, 1996, Integration by parts formulae for degenerate diffusion measures on path spaces and diffeomorphism groups, Comptes Rendus de l’Académie des Sciences. Série I. Mathématique, Vol: 323, Pages: 921-926, ISSN: 0764-4442
Elworthy KD, Li X-M, 1996, A class of integration by parts formulae in stochastic analysis. I, Itô’s stochastic calculus and probability theory, Publisher: Springer, Tokyo, Pages: 15-30, ISBN: 978-4-431-68532-6 Article
Li X-M, 1995, On extensions of Myers’ theorem, The Bulletin of the London Mathematical Society, Vol: 27, Pages: 392-396, ISSN: 0024-6093
Elworthy KD, Li X-M, 1995, Derivative flows of stochastic differential equations: moment exponents and geometric properties, Stochastic analysis (Ithaca, NY, 1993), Publisher: Amer. Math. Soc., Providence, RI, Pages: 565-574
Li X-M, 1994, Properties at infinity of diffusion semigroups and stochastic flows via weak uniform covers, Potential Analysis. An International Journal Devoted to the Interactions between Potential Theory, Probability Theory, Geometry and Functional Analysis, Vol: 3, Pages: 339-357, ISSN: 0926-2601
Elworthy KD, Li X-M, 1994, Formulae for the derivatives of heat semigroups, Journal of Functional Analysis, Vol: 125, Pages: 252-286, ISSN: 0022-1236
Li X-M, 1994, Stochastic differential equations on noncompact manifolds: moment stability and its topological consequences, Probability Theory and Related Fields, Vol: 100, Pages: 417-428, ISSN: 0178-8051
Li X-M, 1994, Strong $p$-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds, Probability Theory and Related Fields, Vol: 100, Pages: 485-511, ISSN: 0178-8051
Elworthy KD, Li X-M, 1994, Differentiation of heat semigroups and applications, Probability theory and mathematical statistics: Proceeding of the Sixth Vilnius Conference (1993), Editors: Kubilius, Grigelionis, Pragarauskas, Statulevicius, Publisher: TEV, Vilnius, Pages: 239-251
Elworthy KD, Li X-M, Rosenberg S, 1993, Curvature and topology: spectral positivity, Methods and applications of global analysis, Publisher: Voronezh. Univ. Press, Voronezh, Pages: 45-156
Li X-M, 1992 Stochastic Flows on Non-compact Manifolds Arxiv:2105.15017