Li, Xue-Mei
- Reflected brownian motion: selection, approximation and linearization
2016/02/02 by Arnaudon, Marc, Li, Xue-Mei · 2 citations
#FOS: Mathematics #Probability (math.PR)
- On the (Non-)Stationary Density of Fractional-Driven Stochastic Differential Equations
2022/04/13 by Xue-Mei Li, Fabien Panloup, Li, Xue-Mei +3 · 2 citations
Economics, Econometrics and Finance · #37A25 #60G22 #60H10 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
- Fluctuations of stochastic PDEs with long-range correlations
2023/03/17 by Luca Gerolla, Martin Hairer, Gerolla, Luca +3 · 2 citations
Mathematics · Physics and Astronomy · Economics, Econometrics and Finance · #Stochastic processes and statistical mechanics #Advanced Thermodynamics and Statistical Mechanics #Stochastic processes and financial applications
- Scaling limit of the KPZ equation with non-integrable spatial correlations
2024/07/18 by Gerolla, Luca, Hairer, Martin, Li, Xue-Mei · 2 citations
#60F17 #60H15 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)
- Strong completeness of SDEs and non-explosion for RDEs with coefficients having unbounded derivatives
2025/02/12 by Xuemei Li, Li, Xue-Mei, Kexing Ying +1 · 2 citations
Economics, Econometrics and Finance · #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications