Xue-Mei Li is a professor of mathematics at Imperial College London and at Swiss Federal Institute of Technology Lausanne.

2017年10月1日 · I am a mathematician specializing in Probability, Stochastic Analysis, and Geometric Stochastic Analysis. I am a professor of Mathematics at Imperial College of London and at EPFL -- École polytechnique fédérale de Lausanne”. View the Imperial College London profile of Xue-Mei Li.

View the Imperial College London profile of Xue-Mei Li. Including their publications, grants, professional activities and teaching activities.

本科毕业于北京师范大学，2007年于波士顿大学获得博士学位。 2007-2008年先后在犹他大学化学系事博士后研究；2008-2011任日本东北大学助理教授；2011年至今先后任北京大学副教授、 …

This course will provide a basic knowledge of the stochastic calculus of variations with respect to the Brownian motion. A variety of applications will be presented including the regularity of probability densities and quantitative normal approximations.

Generating diffusions with fractional Brownian motion, Martin Hairer and Xue-Mei Li, 2021. Functional Limit Theorems for Volterra Processes and Applications to Homogenization. Johann Gehringer, Xue-Mei Li, Julian Sieber (2021). To appear: Nonlinearity Article.

View the Imperial College London profile of Xue-Mei Li. Including their publications, grants, professional activities and teaching activities.

I am curently working on perturbation to conservation laws related to group actions, stochastic averaging, diffusion creation of stochastic differential equations on manifolds. I am also working on Hessian estimates of parabolic second order differential equations.

Xue-Mei Li We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbeck process, providing the foundation for the fluctuation theory of slow/fast...

I am a professor at Swiss Federal Institute of Technology Lausanne (EPFL) and Imperial College London (ICL), previously a professor at the University of Warwick, had worked at the University of Connecticut (USA) as a tenure track assistant professor, and …