Imperial College London

Professor Xue-Mei Li

Faculty of Natural SciencesDepartment of Mathematics

Chair in Probability and Stochastic Analysis
 
 
 
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Contact

 

+44 (0)20 7594 3709xue-mei.li Website CV

 
 
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Location

 

6M51Huxley BuildingSouth Kensington Campus

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Summary

 

Summary

I study stochastic processes. 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 . 

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:

Both PhD and postdoc positions will be open shortly, to work with me at EPFL (Lausanne, Switzerland), please raise enquiry with  me. Link

 Our Working Seminar

   list               Access-to-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. 

Books and lecture notes

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 (2021)    Markov Processes (2020)

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