Professor
Xue-Mei LiProfile page
Chair in Probability and Stochastic Analysis
Department of Mathematics - Faculty of Natural Sciences
Orcid identifier0000-0003-1211-0250
- Chair in Probability and Stochastic AnalysisDepartment of Mathematics - Faculty of Natural Sciences
- 020 7594 3709 (Work)
- 6M51, Huxley Building, South Kensington Campus, United Kingdom
RESEARCH
Stochastic Differential Equations, Stochastic Partial Differential Equations Geometric Stochastic Analysis (GSA), Stochastic Dynamical Systems, Limit theorems, Multi-Scale Stochastic Dynamics, Malliavin calculus, path spaces, Hodge-DeRham theory, coarse curvatures.
GRANTS
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Showing page 1, grants 1 to 8 of 8
- GRANTStochastic Differential Equations: Correlation in Noise and FluctuationsSwiss National Science Foundation1 Mar 2025 - 28 Feb 2029
- GRANTMulti-Scale Stochastic Dynamics with Fractional NoiseEngineering & Physical Science Research Council (EPSRC)1 Jan 2022 - 30 Nov 2024Engineering & Physical Science Research Council (EPSRC): Multi-Scale Stochastic Dynamics with Fractional Noise (2022-2024)
- GRANTDoctoral Training Centre in Mathematics of Random SystemsEPSRC4 Jun 2019 - 30 Sep 2028Doctoral Training Centre
- GRANTStochastic analysis on manifoldsEPSRC1 Jan 2018 - 1 Jan 2011
- GRANTStochastic Analysis on ManifoldThe National Science Foundation, United States1 Sep 2000 - 31 Aug 2003
- GRANTStochastic Analysis on non-compact manifoldsNational Science Foundation, USA1 Sep 1998 - 31 Aug 2000
- GRANTStochastic Analysis on non-compact manifoldsNational Science Foundation1 Sep 1996 - 31 Aug 1998
- FELLOWSHIPAnalysis of stochastic flows and related topicsRoyal Society Senior Leverhulme Research Fellowship