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Number of items: 17.
2018
Li, Xue-Mei and Thompson, James (2018) First order FeynmanβKac formula. Stochastic Processes and their Applications, 128 (9). pp. 3006-3029. doi:10.1016/j.spa.2017.10.010 ISSN 0304-4149.
Li, X-M. (2018) Homogenisation on homogeneous spaces. Journal of the Mathematical Society of Japan, 70 (2). pp. 519-572. doi:10.2969/jmsj/07027546 ISSN 0025-5645.
2017
Arnaudon, Marc and Li, Xue-Mei (2017) Reflected Brownian motion : selection, approximation and linearization. Electronic Journal of Probability, 22 . p. 31. doi:10.1214/17-EJP41 ISSN 1083-6489.
Li, Xue-Mei (2017) Strict local martingales : examples. Statistics & Probability Letters, 129 . pp. 65-68. doi:10.1016/j.spl.2017.04.025 ISSN 0167-7152.
2016
Li, X.-M. (2016) Limits of random differential equations on manifolds. Probability Theory and Related Fields, 166 (3-4). pp. 659-712. doi:10.1007/s00440-015-0669-x ISSN 0178-8051.
Li, X-M. (2016) Random perturbation to the geodesic equation. The Annals of Probability, 44 (1). pp. 544-566. doi:10.1214/14-AOP981 ISSN 0091-1798.
2015
Li, X-M. (2015) On hypoelliptic bridge. Electronic communications in probability, 21 . pp. 1-12. 24. doi:10.1214/16-ECP4646 ISSN 1083-589X.
2014
Chen, Xin and Li, X-M. (2014) Strong completeness for a class of stochastic differential equations with irregular coefficients. Electronic Journal of Probability, 19 . pp. 1-34. 90. doi:10.1214/EJP.v19-3293 ISSN 1083-6489.
2011
Chen, Xin, Li, X-M. and Wu, Bo (2011) A concrete estimate for the weak PoincarΓ© inequality on loop space. Probability Theory and Related Fields, Vol.151 (No.3-4). pp. 559-590. doi:10.1007/s00440-010-0308-5 ISSN 0178-8051.
Li, X-M. and Scheutzow, Michael (2011) Lack of strong completeness for stochastic flows. The Annals of Probability, Vol.39 (No.4). pp. 1407-1421. doi:10.1214/10-AOP585 ISSN 0091-1798.
Li, Xue-Mei (2011) The stochastic differential equation approach to analysis on path space. In: Dynamics, Games and Science II. World Scientific Publishing Co. Pte. Ltd.. ISBN 9789814360913
2010
Chen, Xin, Li, X-M. and Wu, Bo (2010) A Poincare inequality on loop spaces. Journal of Functional Analysis, Vol.259 (No.6). pp. 1421-1442. doi:10.1016/j.jfa.2010.05.006 ISSN 0022-1236.
Li, X-M. (2010) Intertwinned diffusions by examples. In: Crisan, Dan, (ed.) Stochastic Analysis 2010. Berlin ; Heidelberg: Springer, pp. 51-71. ISBN 9783642153587
Elworthy, K. David, Le Jan, Yves and Li, X-M. (2010) The geometry of filtering. Frontiers in mathematics . Basel ; London: BirkhΓ€user ; Springer [distributor]. ISBN 9783034601757
2009
Chen, X., Li, X-M. and Wu, B. (2009) A spectral gap for the Brownian bridge measure on hyperbolic spaces. In: 7th International ISAAC Congress, Imperial College, London, 13β18 Jul 2009. Published in: Progress in analysis and its applications : proceedings of the 7th international ISAAC congress pp. 398-404. ISBN 9789814313162. doi:10.1142/9789814313179_0051
2008
Li, X-M. (2008) An averaging principle for a completely integrable stochastic Hamiltonian system. Nonlinearity, Volume 21 (Number 4). pp. 803-822. doi:10.1088/0951-7715/21/4/008 ISSN 0951-7715.
Elworthy, K. D. and Li, X-M. (2008) An L-2 theory for differential forms on path spaces I. Journal of Functional Analysis, Vol.254 (No.1). pp. 196-245. doi:10.1016/j.jfa.2007.09.016 ISSN 0022-1236.
This list was generated on Sat Apr 20 02:49:25 2024 BST.