Xue-Mei Li began her doctoral studies at the University of Warwick with a Sino-British Friendship Scholarship and later held an EPSRC Research Associate position. She joined the Department of Mathematics at the University of Connecticut, where she was granted tenure in 2001.
She has held fellowships from the Alexander von Humboldt Foundation, the Mathematical Sciences Research Institute (Berkeley), and the Royal Society.
Li’s early contributions to stochastic analysis include the BEL formula, strict local martingales, geometric stochastic analysis, and the resolution of the longstanding open problem of strong completeness on non-compact manifolds. Her recent work focuses on slow–fast SDEs on manifolds and stochastic dynamics with long-range dependence.
Research Overview Publication by Topics
Personal WebPage Imperial personal WebPage
Sino-British Friendship Scholarship: Thatcher’s speech and memo
Lecture Notes:
Markov Processes Stochastic Analysis Markov Processes-semi-group Measure and Integration