Xue-Mei Li

Xue-Mei Li is a Professor of Mathematics at Imperial College London and the Chair of Stochastic Analysis at EPFL. Her research focuses on Probability Theory, Stochastic Analysis, and Geometric Stochastic Analysis, with emphasis on stochastic differential equations, multi-scale systems, and non-Markovian dynamics. She holds positions in the Department of Mathematics at both institutions.

Research Interests: Her work spans stochastic processes on manifolds, fluctuation theory, hypoelliptic operators, fractional Brownian motion, and homogenization. She explores the interplay between stochastic dynamics and geometric structures, with applications to filtering theory and rough path analysis.

Publications: Her recent work includes studies on coarse Ricci curvature, fractional-driven SDEs, and stochastic PDEs with long-range correlations. These contributions advance understanding of stochastic systems’ behavior and their geometric underpinnings.

Students & Collaborations: She advises PhD students at both institutions, including Luca Gerola and Kexing Ying, and collaborates with researchers like Martin Hairer. Her research groups at Imperial and EPFL focus on stochastic flows, multi-scale analysis, and functional limit theorems.

Labs & Teams: Leads the Stochastic Analysis group at Imperial, hosting working seminars and international conferences. At EPFL, her team explores topics like fractional dynamics and stochastic homogenization.