Xue-Mei Li

Xue-Mei Li is a Professor of Mathematics at Imperial College London and École Polytechnique Fédérale de Lausanne (EPFL). She holds chairs in Probability and Stochastic Analysis at both institutions. Her research focuses on stochastic analysis, geometric stochastic processes, and multi-scale systems, with contributions to areas like Malliavin calculus, fractional dynamics, and coarse curvature. Li has held positions at the University of Warwick, University of Connecticut, and others, supported by fellowships from the Alexander von Humboldt Foundation, Royal Society, and MSRI. Her work addresses fundamental questions in stochastic differential equations, geometric analysis, and their applications to complex systems.

Education and Career:

• PhD in Mathematics, University of Warwick
• EPSRC Research Associate
• Faculty positions at the University of Connecticut (tenured Associate Professor)

Research Interests: Her research spans stochastic differential equations (SDEs), stochastic partial differential equations (SPDEs), geometric stochastic analysis, and fractional dynamics. Notable contributions include the BEL formula, strict local martingales, and solutions to longstanding problems in strong completeness on non-compact manifolds. She explores interactions between stochastic processes and geometric structures, including coarse Ricci curvature and homogenization theory.

Awards and Grants:

• Supported by NSF, EPSRC/UKRI, and Swiss NSF grants
• Awarded fellowships from Alexander von Humboldt Foundation, Royal Society, and MSRI

Advising and Teams:

PhD students: Johann Gehringer, Rhys Steel, Julian Sieber, and others

Leading working groups on stochastic analysis and geometric dynamics