Dr Chun Wah Li's research interests include stochastic analysis, Lyapunov exponents, ergodicity of stochastic jump-diffusions, scientific computation of stochastic differential equations with jumps.
- C. W. LI, Z. DONG and R. SITU, Almost Sure Stability of Linear Stochastic Differential Equations with Jumps, Probab. Theory Relat. Fields, Vol. 123 , pp. 121–155, 2002.
- C. W. LI and Z. DONG, On Kernel Estimations and Invariant Measures of Stochastic Jump-diffusions, Dynamics of Continuous, Discrete and Impulsive Systems, Series A, Vol. 10, No. 1–3, pp. 373–387, 2003.
- C. W. LI, Lyapunov Exponents of Nonlinear Stochastic Differential Equations with Jumps, Stochastic Inequalities and their Applications, Progress in Probability, Vol. 56, pp. 339–351, Birkhaüser Verlag, Basel, 2003.