Selected Publications

Recent

  • Marc Arnaudon, Xue-Mei Li, Benedikt Petko, Coarse Ricci curvature of weighted Riemannian manifolds, 2023
  • Xue-Mei Li, Fabien Panloup, Julian Sieber, On the (Non-)Stationary Density of Fractional-Driven Stochastic Differential Equations. To appear: Annals of Probability
  • Luca Gerolla, Martin Hairer, and Xue-Mei Li, Fluctuations of stochastic PDEs with long-range correlations, 2023
  • Hairer M, Li X-M, Generating diffusions with fractional Brownian motion, Communications in Mathematical Physics, 396, 91-141, https://doi.org/10.1007/s00220-022-04462-2, 2022, 

Analysis on Path Spaces

Geometric Stochastic Analysis (Stochastic Analysis on Manifolds)

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Stochastic Flows

Strict Local martingales

Multi-scale analysis with non-Markovian fast systems:

Multi-scale analysis On manifolds

  • Li, X-M, An Averaging Principle for a completely integrable stochastic Hamiltonian system, 2008, Nonlinearity 21, 803.