Xue-Mei Li Associate Professor Office: B1.07 Phone: +44 (0) 24 76528319 Email: Xue-Mei dot Hairer at warwick dot ac dot uk Personal Home Page

Research Interests:
Stochastic differential equations and dynamical systems, stochastic analysis on geometric spaces and in infinite dimensions, diffusion processes, investigation of measures, investigation of concrete stochastic models.

Teaching: For Analysis II students:  Lecture Notes

Most relevant recent publications:

• Lack of strong completeness for stochastic flows, Xue-Mei Li and Michael Scheutzow (2009), provisionally accepted by Ann. of Prob. arxiv article
  

• A Poincare Inequality on Loop spaces, (2009) X. Chen, X.-M. Li and B. Wu. On arXiv. (http://arxiv.org/abs/0905.3007), to appear in J. Funct. Anal.
  

• The Geometry of Filtering (Preliminary version in arxiv,  2008), K. D. Elworthy, Yves Le Jan, and Xue-Mei Li.  To appear in Frontiers in Mathematics Series, Birkhauser.  Book-Information.

• A Spectral Gap for the Brownian Bridge measure on hyperbolic spaces. X. Chen, X.-M. Li and B. Wu. To appear 7th ISAAC Congress proceedings. article
  

• A Concrete Estimate For The Weak Poincare Inequality On Loop Space. X. Chen, X.-M. Li and B. Wu. In Arxiv(http://arxiv.org/pdf/0910.4846v1)

• An L2 theory for differential forms on path spaces I, K. D. Elworthy and Xue-Mei Li . J. Funct. Anal. 254(2008) pp.196--245, article
  

• An averaging principle for Integrable stochastic Hamiltonian systems, Xue-Mei Li. Nonlinearity 21 (2008) pp.803--822. article
  

Research Grants:

EPSRC research grant on Stochastic Analysis in Infinite Dimensional Spaces, 2008-2011.

LMS scheme three grant (East Midland Stochastic Analysis Seminars)