• Li, Z. (2011): Measure-Valued Branching Markov Processes. Probability and Its Applications. Springer.
• Li, Z. (2020): Continuous-state branching processes with immigration. A Chapter in: From Probability to Finance, pp. 1-69. Edited by Y. Jiao. Mathematical Lectures from Peking University. Springer.
• Dawson, D.A.; Li, Z. (2003): Construction of immigration superprocesses with dependent spatial motion from one-dimensional excursions. Probability Theory and Related Fields 127, 1: 37-61.
• Li, Z.; Wang, H.; Xiong, J. (2004): A degenerate stochastic partial differential equation for superprocesses with singular interaction. Probability Theory and Related Fields 130, 1: 1-17.
• Dawson, D.A.; Li, Z. (2006): Skew convolution semigroups and affine Markov processes. The Annals of Probability 34, 3: 1103-1142.
• Fu, Z.; Li, Z. (2010): Stochastic equations of non-negative processes with jumps. Stochastic Processes and their Applications 120, 3: 306-330.
• Li, Z.; Mytnik, L. (2011): Strong solutions for stochastic differential equations with jumps. Annales de l'Institut Henri Poincare: Probabilites et Statistiques 47, 4: 1055-1067.
• Li, Z.; Wang, H.; Xiong, J.; Zhou, X. (2012): Joint continuity for the solutions to a class of nonlinear SPDEs. Probability Theory and Related Fields 153, 3/4: 441-469.
• Dawson, D.A.; Li, Z. (2012): Stochastic equations, flows and measure-valued processes. The Annals of Probability 40, 2: 813-857.
• Li, Z. (2014): Path-valued branching processes and nonlocal branching superprocesses. The Annals of Probability 42, 1: 41-79.
• Li, Z.; Ma, C. (2015): Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model. Stochastic Processes and their Applications 125, 8: 3196-3233.
• Fang, R.J.; Li, Z.H. (2022): Construction of continuous-state branching processes in varying environments. The Annals of Applied Probability 32, 5: 3645--3673.
