Xue-Mei Li

On the (Non-)Stationary Density of Fractional-Driven Stochastic Differential Equations, Xue-Mei Li, Fabien Panloup, and Julian Sieber. 2022.

Generating diffusions with fractional Brownian motion, Martin Hairer and Xue-Mei Li, 2021.

Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging, Xue-Mei Li and Julian Sieber, 2021

Logarithmic heat kernels: estimates without curvature restrictions, Xin Chen, Xue-Mei Li, Bo Wu. (2021) Article

Functional Limit Theorems for Volterra Processes and Applications to Homogenization. Johann Gehringer, Xue-Mei Li, Julian Sieber (2021). To appear: Nonlinearity Article

Slow-Fast Systems with Fractional Environment and Dynamics,(2020) To appear: Annals of Applied Probability. Xue-mei Li and Julian Sieber. Article

Diffusive and rough homogenisation in fractional noise field Johann Gehringer, Xue-Mei Li. Article (2020)

Functional limit theorems for the fractional Ornstein-Uhlenbeck process. Johann Gehringer, Xue-Mei Li. Journal of Theoretical Probability (2020) Doi: https://doi.org/10.1007/s10959-020-01044-7 Article

Averaging dynamics driven by fractional Brownian motion. Martin Hairer and Xue-Mei Li. Ann. Probab. 48(4): 1826-1860, (July 2020). DOI: 10.1214/19-AOP1408. Article

Rough Homogenisation with Fractional Dynamics. To appear: Geometry and Invariance in Stochastic Dynamics, Springer Proceedings. Johann Gehringer and Xue-Mei Li. (2020) Article

Homogenization with fractional random fields, Johann Gehringer and Xue-Mei Li. (2019) Article

Log-Hessian and Deviation Bounds for Markov Semi-Groups, and Regularization Effect in L1. N Gozlan, Xue-Mei Li, M Madiman, C. Roberto, P.-M Samson. Potential Analysis. (2021) https://doi.org/10.1007/s11118-021-09934-z Article

Perturbation of Conservation Laws and Averaging on Manifolds, Xue-Mei Li, In The Abelsymposium: Computation and Combinatorics in Dynamics, Stochastics and Control. (2018) Article.

Homogenisation on Homogeneous Spaces (with an appendix by D. Rumynin) Article arXiv:1505.06772. J. Math. Soc. Japan Volume 70, Number 2 (2018), 519-572. (2018). Xue-Mei Li

Generalised Brownian bridges: examples. Markov Processes and Related Fields, 2018, v.24, Issue 1, 151-163. Article

Doubly Damped Parallel translations and Hessian formulas, In '`Stochastic Partial Differential Equations and Related Fields'', `in Honor of Michael Roeckner, SPDERF, Bielefeld, Germany, October 10-14, 2016'. In Springer Proceedings in Mathematics & Statistics, (2018) Xue-Mei Li. Article"

First order Feynman-Kac Formula. Xue-Mei Li and James Thompson, Stochastic Processes and their applications, doi.org/10.1016/j.spa.2017.10.010. Volume 128, Issue 9, September 2018, Pages 3006-3029. Article in journal, Article in arxiv

Reflected Brownian Motion: selection, approximation, and Linearization. M. Arnaudon and Xue-Mei Li. arxiv:1602.00897 Article Electronic Journal of Probability 2017, Vol. 22, paper no. 31, 1-55

On the Semi-Classical Brownian Bridge Measure' arxiv:1607.06498 Article Electronic Communications in Probability 2017, Vol. 22, paper no. 38, 1-15

Strict Local Martingales: examples. , Statistics and Probability Letters 129(2017) 65-68. published version arxiv:1609.00935 Article in Arxiv . Xue-Mei Li.

Limits of Random Differential Equations on Manifolds. Article. Probability Theory Related Fields. Vol 166:659-712, No 3-4 (2016). 10.1007/s00440-015-0669-x arXiv:1501.04793, Xue-Mei Li

Random Perturbation to the geodesic equation. The Annals of Probability , 44(1), 544-566, (2016), Xue-Mei Li. arxiv:1402.5861 article

On Hypoelliptic bridge. Aticle Electronic Communications in Probability, Vol 24, no 20, 1-12 (2016)

Hessian formulas and estimates for parabolic Schroedinger operators. (2016), Xue-Mei Li, Arxiv

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