Imperial College London

Professor Xue-Mei Li

Faculty of Natural SciencesDepartment of Mathematics

Chair in Probability and Stochastic Analysis



+44 (0)20 7594 Website CV




6M51Huxley BuildingSouth Kensington Campus





I study evolutions of random variables.  My research is supported by :the EPSRC  grant ` Multi-Scale Stochastic Dynamics with Fractional Noise' EP/V026100/1 (PI, 2021- 2024), and also  EPSRC Centre for Doctoral Training  in Mathematics of Random Systems: Analysis, Modelling and Simulation, EP/S023925/1 (Co-I, 2019-2027).

Personal website    Preprints on Arxiv   Publication by Topics . 

NEW: Summer School in stochastic Analysis

August 8- August 17, EPF, Lausanne. Event Webpage

Past Conferences

Workshop On Geometry, Stochastics, and Dynamics

-- an UK-Japan Winter School celebration event,  September 12-16, 2022.

  ICM overlay London, July 2022

Open Positions (PhD Student and Postdoct):

Strong candidates are encouraged to enquire at any time. Link

 Working Seminar

   list               Schedule

Here we enjoy mathematics without time pressure. We learn cutting edge techniques as well as classical tools and develop intuition by getting our hands dirty. Speakers present one focused topic in great detail encouraging collaboration. 


The Geometry fo Filtering.    with K.D. Elworthy and  Y. LeJan, Arxiv version:  pdf

On the geometry of diffusion operators and stochastic flows  with K.D. Elworthy and  Y. LeJan. A preliminary version   pdf

Lecture Notes 

Markov Processes   

Advanced topics in Stochastic Analysis   (2022)

Measure and Integration            

Stochastic Analysis

Selected Publications

Journal Articles

Gehringer J, Li X-M, Sieber J, 2022, Functional limit theorems for volterra processes and applications to homogenization, Nonlinearity, Vol:35, ISSN:0951-7715, Pages:1-37

More Publications