
The list of my publications is given below by topics, A thesis and a dissertation are also appended at the end. These topics are:
(1) Stochastic Averaging and Homogenization, Perturbations to Conservation Laws;
(2) Hypoelliptic Operators;
(3) Estimates for Fundamental Solutions of Parabolic Equations;
(4) Strictly Local Martingales, Martingales, Semimartingales;
(5)
Existence of Global Smooth Stochastic Flow;
(6) Complete SDEs Lacking Strong Completeness;
(7) Other Stochastic Flows;
(8) Moment Estimates, Moment Stability, Long Time Asymptotics of Stochastic Dynamics, Explosion;
(9) Interplay between Stochastic Processes and their Underlying Spaces;
(10) Differential Forms and Harmonic Maps;
(11) The Geometry of Diffusions;
(12) Books on Diffusion Operators, Semielliptic Riemannian Geometry, Geometry of Filtering;
(13) Malliavin Calculus;
(14) Generalised KPP Equation;
(15) Spectral Gap and Poincare Inequality on Spaces of Continuous Paths;
(16) L2 Hodgede Rham Theory in Infinite Dimensional Spaces;
(17) Sobolev Calculus on Path and Loop Spaces;
(18) nonMarkovian multiscale: Fractional averaging and homogenisation
with fractional Brownian motion.
(19) Fractional dynamics
(20) Functional law of large theorems and Functional Central Limit Theorems
for fractional Brownian motions.
Stochastic Averaging and Homogenization, Perturbations to Conservation Laws
Problems from mathematical physics or from geometry lead to the study of
singular perturbation problem. This includes dynamical descriptions for Brownian motions,
convergence of manifolds, and inhomogeneously scaled Riemannian manifolds.
This singular perturbation problem involves multiscale analysis, averaging
and stochastic differential equations.
We study and view singular perturbation problems as perturbations to `conservations laws'.
Our models do not always have conventional conservation laws, e.g. real valued energy functions. Typically
they are manifold valued, representing orbits. The models are motivated by Physics and Geometry.
In particular we study dynamical descriptions for the convergence of a family of
Riemannian manifolds to lower dimensional spaces, modelling Brownian motions as
geodesics with fast changing directions, and perturbation to integrable stochastic systems which has connection
to evolution of energy of weakly interactive particle systems. The analysis involving multiscale analysis,
separation of slow and fast, reduction. The stochastic parallel transport processes along the slow variables
will typically also converge, in the Wasserstein distance, with rate of convergence. The state space are
typically not compact. The singular operators, themselves not necessarily hypoelliptic. The fast variables
are typically hypoelliptic, or more generally Fredholm operators with zero Fredholm index allowing nonunique
invariant probability measures.
 Perturbation of Conservation Laws and Averaging on Manifolds (2017),
article. XueMei Li,
Submitted to: Abelsymposium 2016.
 Homogenisation on Homogeneous Spaces (with an appendix by D. Rumynin) (2016) Article arXiv:1505.06772. To appear: Journal of the Mathematical Society of Japan. XueMei Li
 Limits of Random Differential Equations on Manifolds. Article. Probability Theory Related Fields. Vol 166:659712, No 34 (2016). 10.1007/s004400150669x arXiv:1501.04793, XueMei Li

Random Perturbation to the geodesic equation. The Annals of Probability , 44(1), 544566, (2016), XueMei Li. arxiv:1402.5861
article
 Effective Diffusions with Intertwined Structures, XueMei Li (2012) Article Arxiv:1204.3250

An averaging principle for Integrable stochastic Hamiltonian systems
Nonlinearity 21 (2008) pp.803822, XueMei Li.
Fredholm, Hypoelliptic Operators
In the following article we study aspects of hypoelliptic operators. Hypoelliptic operators are also studied in the following articles: Homogenisation on Homogeneous Spaces (with an appendix by D. Rumynin) (2016), Limits of Random Differential Equations on Manifolds; and Perturbation of Conservation Laws and Averaging on Manifolds (2017)Perturbation of conservation laws and averaging on manifolds (2017), arxiv 1705.08857, submitted to `Abelsymposium 2016'.
 On Hypoelliptic bridge. Aticle Electronic Communications in Probability, Vol 24, no 20, 112 (2016), XueMei Li
 Perturbation of Conservation Laws and Averaging on Manifolds (2017),
article. XueMei Li,
submitted to Abelsymposium 2016.
Fractional Averaging (nonMarkovian multiscale)
We study systems of nonMarkovian stochastic evolutions with multiscales in time.
Our aim is to introduce autocorrelated noise instead of white noise in multitime scale models.
A protype for nonMarkovian process with polynomial decay of correlation, stationary increments,
selfsimilarity, and Gaussianaity is fractional Brownian motion.
Such systems are prevalent. The `derivative' of a fractional Brownian motion is the simplest noise with correlation:
It is Gaussian with stationary increment and $\E(B_{t+s}B_s)^2=t^{2H}$,
$H\in (0,1)$ is Hurst parameter, BM corresponds to the H=1/2 case. The sample paths of fBM
is Holder with exponent up to H but not including H. The correlation delay of the increments is
t^{2H2}. WE prove the fractional averaging theorem for an SDE driven by a fractional B
Brownian motion with vector fields depending on a fast evolving stochastic process y_{t/epsilon}
where epsilon is a small parameter. We showed that
(1) For H>1/2, the slow variables converges in probability to that of the solution drive by a fBM
with vector fields simply averaged. Not this differes from the Markovisn case in two ways:
the convergence for the latter is in general in a weak sense and one averages the generator
of the slow variable, not the diffusion vetor fields.
(2) Such a convergence is false for H<1/2. We show that with a scaling of the order
epsilon^(1/2H), the convergence holds to that of a Kunita type SDE whose generator is given
by the fractional operator. Such a statement holds also if H>1/2 and the vector fields are centered.
As a consequence we show the convergence of the stochastic flows (the npoint motion)
which appears to be new even in the classical setting H=1/2.
 Averaging dynamics driven by fractional Brownian motion.
Ann. Probab. (2020), Martin Hairer and XueMei Li
article.
Also, https://arxiv.org/abs/1902.11251
 Generating diffusions with fractional Brownian motion,
To appear: Communications in Mathematical Physics (2021), Martin Hairer and XueMei Li
article.
Also, https://arxiv.org/abs/2109.06948v2
Homogenisation with nonMarkovian and Long Range Dependent Noise
We begin with proving a Functional limit theorems in the Holder topology for dimension 1
and apply it for a homogenesation theorems with limit dynamics drivin by fBM' Rosenblatt,
and Hermite processes. To our knowledgem our article is the frist one to give a FCL in the Holder topology.
For higher dimensional cases we proved functional limit theorems in the rough topology allowing
to obtain homogenisation theorems of random ODE's. This is published on the arxiv in the 70 page article
( arXiv:1911.12600). This article is superceed by late improvements, and therefore not in a journal.
The published article is:
 Functional limit theorems for the fractional OrnsteinUhlenbeck process
Journal of Theoretical Probability, Johann Gehringer and XueMei Li
link to article.
Also, https://arxiv.org/pdf/2006.11540.pdf
 Diffusive and rough homogenisation in fractional noise field, Johann Gehringer and XueMei Li
link to article.
Also, https://arxiv.org/pdf/2006.11540.pdf
Homogenisation with weighted average noise
We study a general random ODE with fast moving convolution noise.
We treat this as an ODE in a function space
driven by a rough path in the infinite dimensional spaces.
Functional Limit Theorems for Volterra Processes and Applications to Homogenization,
Johann Gehringer, XueMei Li, and Julian Sieber
link to article.
Also, https://arxiv.org/abs/2104.06364
Large tiem behaviour of fractional dynamics
By the nature of nonMarkovian dynamics, the ergodicity for a stochastic differential equation driven
by a fractional Brownian motion is different. In the Markovian case the invariant measure solves
an elliptic differential equations allowing to study the invariant measure, its tails, kernels,
and smoothness. In our case this is no logner true. Furthermore one cannot prepare the initial
condition to obtain convergence rate estimates. Even more puzzling is that as a
fast dynamics in a two scale system, we appear need to know the large time behaviour of the
dynamics conditioned on its history which could have have a slower rate of convergence. We
prove nevertheless a fractional averaging theorem and obtain Gaussian bounds for
the invariant measure.
On the (Non)Stationary Density of FractionalDriven Stochastic Differential Equations
XueMei Li, Julian Sieber, and Fabien Panloup.
link to article.
SlowFast Systems with Fractional Environment and Dynamics
XueMei Li and Julian Sieber. Annals of Applied Probability, 2022, Vol. 32, No. 5, 39644003.
link to article on arxiv;
on journal site ; and
ICL open access site
Fractional averaging for stochastic partial differential equations
For nonstationary fractional averaging for SPDEs we begin with establishing a quantitative stochastic sewing lemma.
On the Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging
XueMei Li and Julian Sieber. To appear: Stochastics and Dynamics.
link to article.
Estimates for Fundamental Solutions of of Parabolic Equations
This collections of articles focuses on estimates n the kernels of
diffusion processes and inequalities.
 Doubly Damped Parallel translations and Hessian formulas (2017), submitted to the conference on 'Stochastic Partial Differential Equations and Related Fields', XueMei Li.

First order FeynmanKac Formula. XueMei Li and James Thompson. 2016, Arxiv
(2016)
In Stochastic Processes and their applications.
 Hessian formulas and estimates for parabolic Schroedinger operators. (2016),
In J. of Stochastic Analysis , Vol 2, No. 3 XueMei Li,
link to article
https://arxiv.org/abs/1610.09538
 LOGARITHMIC HEAT KERNEL ESTIMATES WITHOUT CURVATURE RESTRICTIONS. (2021),
To appear in Annals of Probability , By XIN CHEN, XUEMEI LI, and BO WU
link to article
 LogHessian and Deviation Bounds for Markov SemiGroups, and Regularization Effect in L1. (2021),
To appear in Potential Analysis , By N. Gozian, XueMei Li, M. Madiman, C. Roberto,
and P.M. Samson
link to article , see also https://arxiv.org/abs/1907.10896.
Strictly Local Martingales, Martingales, Semimartingales
In the first and the second article we study local martingales which are not true martingales (and name them as strictly local martingales).
In the third we give more examples of strict local martingale.
In the fourth we study manifold valued martingales.
In the fifth we show a class of hypoelliptic bridge processes are semimartingale and has L1 integrability property.

The importance of strictly local martingales,
applications to OrnsteinUhlenbeck processes. K. D. Elworthy, XueMei Li
and M. Yor.
Probab. Theory and Relat. Fields. vol 115. p.325355. (1999).

On the tails of the supremum and the quadratic variation of strictly
local martingales . K. D. Elworthy, XueMei Li and M. Yor. Sem. prob.
XXXI, LNM 1655, June 1997.
 Strict Local Martingales: examples.
, Statistics and Probability Letters 129(2017) 6568.
published version
arxiv:1609.00935 Article in Arxiv . XueMei Li.

Manifoldvalued martingales, change of probabilities,
and smoothness of finely harmonic maps. M. Arnaudon, XueMei Li and and A. Thalmaier.
Annals of Institute Henri Poincare. Vol. 35, no. 6, p.765791.
(1999)

On Hypoelliptic bridge Electron. Commun. Probab. 21 (2016) no. 24, 112.
Brownian, Generalised and hypoelliptic Bridges

`On the SemiClassical Brownian Bridge Measure' arxiv:1607.06498 Article Electronic Communications in Probability 2017, Vol. 22, paper no. 38, 115
 Generalised Brownian bridges: examples. arxiv:1612.08716 (2016), XueMei Li.
To appear: Markov Processes and Related Fields.
Existence of Global Smooth Stochastic Flows (strong pcompleteness)

Strong pcompleteness of stochastic differential
equations and the existence of smooth flows on noncompact manifolds.
Probab. Theory Relat. Fields. 100, 4, 485511. 1994, XueMei Li.
For this problem we assume pathwise uniqueness and local existence.
An SDE is complete (or conservative) if for every initial point x, its solution F_t(x, omega)
exists for almost surely all omega.
An SDE is said to be strongly complete (or has a smooth global solution flow) if
there exists a set omega of full measure on which F_t(x, omega) is jointly continuous.
If so, the regularity of the solution will be automatically prescribed by the regularity of
its vector field. If the adjoint SDE (the SDE with its drift vector field reversed)
is also strongly complete then F_t(., omega)
are diffeomorphisms.
If the driving vector fields of and SDE are smooth, the solution is unique. These however do not imply
that the solutions are continuous w.r.t. its initial data. The random solution flow needs to start
with a random initial data, e.g. restart from a random variable. The technical problem is that the life times and exit times
from relatively compact open sets may not be continuous with respect to the its initial value.
For example the life time of the ODE (d/dt) z(t)=z(t)^2 on the complex plane is not continuous on any open set
containing a segment of the real line. The solution to this equation is global if and only if the initial point is not on the real axis.
For a compact smooth manifold this is automatic (solved by lifting the SDE to the space of diffeomorphism group).
For Lipschitz continuous vector fields in an Euclidean space this is solved by fixed point method.
Neither method seems to extend noncompact nonlinear manifolds.
Under what conditions is a complete SDE driven by smooth vector fields strongly complete?
We solved this open question which was open since the 70's when the first counter example was given.
This leads also to improvements to the known results on Rn, in a nontrivial way.
The strong completeness problem is roughly equivalent to the problem that for a full set of omega, a connected relatively compact
open set pushed by the solution remains connected for all time.
The existence of a derivative of F_x(., ) in probability is much easier, which will solve an SDE and is called the derivative flow.
We prove that the order of integration f(F_t(x, omega), where f is a smooth compactly supported function,
(with respect to omega) and differentiation (in probability
with respect to the initial point) can be exchanged provided the following holds: the solution with initial point from
a smooth compact curve remains a connected smooth curve (We say the SDE is strongly 1completeness).
We also introduced the concept of strong pcompeletenss, examples of SDEs
which are strong pcomplete not strongly (p1) complete are also given.
The main existence theorem in the following article uses the moments of the derivative flow (Thm. 4.1).
We found that both the growth of the driving vector fields and their derivatives are needed,
and they compensate each other. Application to SDE in Euclidean space is in section 6.
Application in differentiation hear semigroup is in section 9.

Strong completeness for a class of stochastic differential equations with irregular coefficients ,
X. Chen and XueMei Li. Electronic J. of Probability. 19 (2014) no. 91 134.
article.
also in arXiv:1402.5079
In this article, we separate the problems caused by the lack of regularity in the driving force
from the problem that the `derivatives' of the driving forces are not bounded, allowing also the ellipticity
of the Markov generators decaying at infinity.
Complete SDEs Lacking Strong Completeness
 Lack of strong completeness for
stochastic flows,
XueMei Li and Michael Scheutzow. Annals of Probability, vol 39(4), 14071421 (2011).
We give such an example on R2 with one single real valued Brownian
motion and bounded smooth driving vector fields, by proving that solutions starting from two nearby points,
with the same one dimensional driving noise,
becomes progressively independent.
Other Stochastic Flows
 Reflected Brownian Motion: selection, approximation, and Linearization. M. Arnaudon and XueMei Li. arxiv:1602.00897 Article Electronic Journal of Probability 2017, Vol. 22, paper no. 31, 155
We construct a family of approximate SDEs whose solutions stay in the interior whose damped
parallel translations approximate that of a reflected Brownian motion, the latter solves
the heat equation for differential 1forms with absolute boundary conditions. This allows us to easily pass
the differentiation formula from manifolds without boundary to manifolds with boundary.
The difficulty, besides the nonlinearity, is the convergence of continuous stochastic processes with stochastic processes with jumps.
On the real line, the approximation selects the Skorohod solution versus the Tanaka solution.
The damped parallel transports along the approximated paths, which are sample continuous,
converge to a `tangent process' along the reflected Brownian motion, with jumps
upon its hitting the boundary, at the ends of the excursions of the process to the interior.

Barycentres of probability measures transported by stochastic flows.
M. Arnaudon and XueMei Li. (2005) Annals of Probability, vol 33, No.4, 15091543.
Given a subset of a manifold, push it with the stochastic flow of an SDE. WE study the problem how does the centre of the mass
evolve.
Moment Estimates, Moment Stability, Long Time Asymptotics, Nonexplosion
Interplay between Stochastic Processes and their Underlying Spaces

On extensions of Myers' theorem. XueMei Li. Bull.
London Math. Soc. 27, 392396. 1995.
In the article above we prove that the weighted measure exp(2h)dx is finite, hence the existence of a finite invariant probability measure for
the LaplaceBeltrami operator with drift the gradient of a function h, under
stochastic positivity condition on RicciHess (h). This leads to a theorem
on the finiteness of the fundamental group.

Bounded and L^2 Harmonic Forms on Universal Covers.
Geom. And Funct. Anal. Vol. 8 , 283303 (1998). K. D. Elworthy, XueMei Li and and
S. Rosenberg.
In the article above, we further explore the concept of stochastic positivity of a function. The function is question in this article are the Weitzenbock curvatures on differential forms.

On compactness of manifolds and existence of certain type
functional inequalities.
XueMei Li and F.Y. Wang. Infinite Dimensional Analysis, Quantum Probability and Related Topics.
Volume 6, pages 2938, (2003).
 Curvature and topology: spectral positivity.
Methods and Applications of Global Analysis, Ed. Yu Gliklikh. In Voronezh
Series on New Developments in Global Analysis.p. 4560. 1993. K.
D. Elworthy, XueMei Li and Steven Rosenberg.
Differential Forms and Harmonic Maps
The Geometry of Diffusions
Please also see the two books `The Geometry of Filtering' and `On the Geometry of Diffusion Operators and Stochastic Flows'.

Invariant Diffusions on Principal Bundles.
K. D. Elworthy, Y. LeJan, and XueMei Li. In
Advanced Studies in Pure Mathematics,
3147, 41, `Stochastic Analysis and Related Topics in Kyoto'.
Math. Soc. Japan, Tokyo, 2004.

Concerning the geometry of stochastic differential equations
and stochastic flows. In 'New Trends in Stochastic Analysis',
Proc. Taniguchi Symposium, Sept. 1995, Charingworth, ed. K. D. Elworthy
and S. Kusuoka, I. Shigekawa, World Scientific Press. K. D. Elworthy, Yves Le Jan, XueMei Li
(1997).
 Intertwined Diffusions by Examples. XueMei Li.
In `Stochastic Analysis 2010', Springer.
ed. D. Crisan. (2010)
Books on the Geometry of Diffusion Operators and Semielliptic Geometry

On the Geometry of Diffusion Operators and Stochastic Flows. Lecture Notes in Mathematics,
volume 1720, SpringerVerlag (1999). K. D. Elworthy, Y. LeJan, and XueMei Li.
Introduction
This is original research, not published elsewhere, on diffusion processes and their associated Riemannian and subRiemannian geometry. The main theorem of the book is given in the beginning of the book (page 8), the rest of book is on applications of the theorem.
We describe the main theorem. Consider a subelliptic operator of the form sum(X_i)^2+X_0 where X_1, ..., X_p are smooth vector fields. This a gives rise to a subbundle, E, of the tangent bundle. The main theorem is: a semielliptic second order differential operator without zero order term (diffusion operator) in Hormander form determines a metric linear connection on the subbundle of the tangent bundle with respect to its intrinsic metric. Furthermore every metric connection on a subbundle is determined this way. This connection is furthermore determined by the following property: if X is the bundle map from the trivial bundle over the manifold to the tangent bundle, the covariant derivative of the vector field, X(e), vanishes in the directions the vector fields are not trivial.
This connection has in general a torsion. For example the vector fields
determined by an isometric embedding of a Riemannian manifold determines the LeviCivita connection. We compute and study this connection: its torsion, its curvatures, Weiztenbock formulas, the symmetry property of its Ricci curvature in associated with properties of its torsion. We study also its semigroups. A Hormander form
diffusion operator of constant rank leads to an semielliptic stochastic differential equation (SDE) and thus probabilistic representations for various problems in analysis, especially analysis on path spaces. In particular
we have Bismut type formula, Logarithmic Sobolev and ClarkOcone formula, and decomposition of noise.

The Geometry of Filtering, Birkhauser, (2010). K. D. Elworthy, Yves Le Jan and XueMei Li.
This is original research, not published elsewhere, on intertwined diffusion and differential operators on a principal bundle.
In this book we study second order differential operators of constant rank, A and B, without zero order term,
intertwined by a map from one manifold to another. The intertwining property determines a splitting of
the operator B, into the sum of two Hormander type operators, which are called the horizontal operator
and the vertical operator. The vertical operator can be thought of being `independent' of the operator A,
and hence leading to applications to stochastic filtering and to analysis on path spaces for probability
measures determined by degenerate diffusion operators.
This method are also useful even when the states of the operators are Euclidean spaces.
Malliavin Calculus
Following the elementary proof for Bismut formula in my Ph.D. thesis, we explore a range of
Bismut type formulae, along with their applications. See also the following articles `Generalised Brownian bridges: examples', XueMei Li, arxiv:1612.08716 (2016) and `On Hypoelliptic bridge' Aticle XueMei Li, Electronic Communications in Probability. Vol 24, no 20, 112 (2016);
First Order FeynmanKac Formula. XueMei Li and J. Thompson. (2016) arxiv:1608.03856 Article

Formulae for the derivatives of heat semigroups.
J. Funct. Anal. 125, 1, 252286. 1994. K. D. Elworthy and XueMei Li.
 On the SemiClassical Brownian Bridge Measure, XueMei Li. arxiv:1607.06498
Article
Electronic Communications in Probability.
2017, Vol. 22, paper no. 38, 115

Differentiation of heat semigroups and applications.
Probability Theory and Mathematics Stats (Proc. 6th Vilnius conferences).
Eds. B. Grigelionis et al. VSP/TEV, Utrecht and Vilnius. In New Titles
in Probability and Statistics Series. p. 239251. 1994. K. D. Elworthy and XueMei Li .

Integration by parts formulae for degenerate
diffusion
measures on path spaces and diffeomorphism groups. C. R. Acad. Sci.
t.323 série 1, p. 921926 (1997).
K. D. Elworthy, Yves LeJan and and XueMei Li.

A class of Integration by parts formulae in stochastic
analysis I. Itô's Stochastic Calculus and Probability Theory
(dedicated to Itô on the occasion of his eightieth birthday) , ed.
S. Watanabe. K. D. Elworthy and XueMei Li. Springer, (1996).
We prove Bismut type formula is equivalent to Integration by parts formula (on compact manifolds).
Generalised KPP Equation

Gradient estimates and the smooth convergence of approximate
travelling waves for reactiondiffusion equations. Nonlinearity,
9, 459477 (1996). XueMei Li and H. Z. Zhao.
We discuss semilinear parabolic equations (reactiondiffusion equations) on Rn
with a small parameter. It is well known that, under suitable conditions, there exists a function V
such that the solutions converge to 0 or 1 depending V(t,x) is negative or positive.
We study the convergence of their first spatial derivatives and
prove that they also converge on the trough, where V(t,x)<0.
Spectral Gap and Poincare Inequality on Path Spaces
We are concerned with the differential operator d*d where the adjont is taken with respect to the probability distribution
of the continuous paths of a Brownian motion or a Brownian bridge in a finite dimensional manifold.
On such inequalities path spaces, for measure generated by semielliptic (degenerate) diffusion operators,
this is also discussed in our books. Here we focus on the Brownian bridge measure
on the space of continuous loops over a finite dimensional manifolds.
 A Concrete Estimate For The Weak Poincare
Inequality On Loop Space.
X. Chen, XueMei Li, and B. Wu. Probab. Theory Relat. Fields (2011) 151:559590
 A spectral gap for the Brownian bridge measure on hyperbolic spaces
X. Chen, XueMei Li, and B. Wu,
Progress in analysis and its applications,
398404, World Sci. Publ., Hackensack, NJ, 2010.
 A Poincare Inequality on Loop spaces,
X. Chen, XueMei Li, and B. Wu. J. of Funct. Anal. vol 259 (6), pp 14211442 (2010)
Toward an L2 Hodgede Rham Theory on Infinite Dimensional Spaces
The well known DeRham theorem relates DeRham cohomogolies, a differential geometric object,
with singer cohomologies, a topological concept, with far reaching consequences.
Toward this aim we first study the existence of an L2 Hodge decomposition theorem
on path spaces, manifolds modelled on infinite dimensional Banach spaces. The difficulty is that
there is no natural L2 tensor spaces of the tangent spaces.

Geometric stochastic analysis on path spaces, K. D. Elworthy and XueMei Li. Proceedings of the international Congress of Mathematicians, 575594 (2006)

An L2 theory for differential forms on path spaces I, K. D. Elworthy and XueMei Li.
J. Funct. Anal. 254(2008) pp.196245
 Some Families of qvector fields on path spaces
K. D. Elworthy and XueMei Li. Infinite Dimensional Analysis,
Quantum Probability and Related Topics. Volume 6, pages 127 (2003).

Hodge de Rham decomposition for an L2 space of differential
2forms on path spaces. K. D. Elworthy and and XueMei Li. (2002)

Special Itô maps and an L2 Hodge theory for one forms on path spaces.
K. D. Elworthy and XueMei Li. Stochastic processes, physics and geometry: new interplays, I (Leipzig, 1999), 145162,
CMS Conf. Proc., 28, Amer. Math. Soc., Providence, RI, 2000.
Toward a Sobolev Calculus on Path and Loop Spaces
The aim is to establish Sobolev calculus in infinite dimensional spaces where the derivatives are in the sense of
Malliavin calculus. The idea is to establish a chart that pulls the corresponding calculus from Wiener space.
One technique is using stochastic flows from an SDE whose measure would provide the basis of the
analysis, and whose vector fields would induce a good covariant derivative on the finite dimensional manifold,
and a stochastic filtering technique keeping all concepts intrinsic.

Itô maps and analysis on path spaces.
K. D. Elworthy and XueMei Li.
Math. Zeitschrift. (2007) 257: pp 643706.
 The stochastic differential equation approach to analysis on path space.
New trends in stochastic analysis and related topics, 207226, (2012)

Intertwining and the Markov uniqueness problem on path spaces
K. D. Elworthy and XueMei Li. In Stochastic Partial Differential Equations and Applications  VII,
eds G. Da Prato, L. Tubaro. (2005).

GrossSobolev spaces on path manifolds: uniqueness and intertwining by Itô maps.
K. D. Elworthy and XueMei Li. C. R. Acad. Sci. Paris, Ser. I 337 (2003) 741744.
Here we attempt to prove Markov uniqueness for the operator d*d. We only managed to prove that the closure of BC2 functions
are the same as the closure of smooth compactly supported functions. The gap would be filled if we know
the closure of BC1 functions are the same as well.
Thesis and Dissertation

Stochastic Flows on Noncompact manifolds (1992)
In chapter 2, d+d* is proven to be essentially selfadjoint (on differential forms of all degrees),
d* being the L2 adjoint of d w.r.t the measure exp(2h)dx, h a smooth function, dx the Riemmannian volume measure,
followed by a Hodge decomposition theorem, commutation of d with the corresponding semigroup, a discussion
on recurrent property (chapter 3) and invariant measure. In chapter 4, an over determined heat equation is
considered together with a criterion for nonexplosion, non inplosion, and C_0 property. In Chapter 5,
the open problem for the existence of a global solution flow of an SDE on noncompact manifold is solved.
In chapter 6, we define \delta P_t phi(v)=E df (TF_t(v)), where TF_t(v) is the derivative flow of the Brownian flow with drift nabla h,
phi a differential 1form. The questions weather dP_tf=\delta P_t df and \delta P_t df=e^{1/2t]\Delta}df, where f is a smooth function,
are studied. differentiation under the expectation is also studied. These are important for the next chapter.
In chapter 7, moment stability of Brownian system are studied together with the topological properties of the manifolds,
relating to vanishing of harmonic differential forms and cohomologies. In chapter 8, A Bismut type formula are extended
to differential forms of degree greater than one, employing the gradient Brownian system. As a by product,
a simple elementary proof for Bismutâ€™s formula (for functions ) is given.

Behaviour at infinity of stochastic solutions and diffusion semigroups (1989), M.Sc. dissertation.
