"Annie Le's purse containing her cell phone, credit cards and money were left in her office," a Yale University Police Department news release said, adding that friends, family members and co-workers had not heard from her since Tuesday.

CNN has calls in to the Yale Office of Public Affairs, which is handling all Yale Police Department requests.

Bill Reiner in the FBI's New Haven office said the university "asked for our assistance; we are assisting them. We are not getting into any details."

Officer Joseph Avery of the New Haven Police Department said he believes New Haven police are working closely with Yale authorities, but he wasn't certain in what capacity.

"Right now, it's their case, and I can't comment," he said.

Missing bride-to-be

Get the latest on the investigation into the missing Yale graduate student on tonight's Nancy Grace.HLN 8 ET

The letter states Yale police, the FBI, Connecticut State Police and New Haven police are investigating Le's disappearance. Her friends, colleagues, family members and fiance are assisting police, the letter said.

"The State Police have searched the area of Ms. Le's last known appearance with their bloodhounds; law enforcement officers are continuing to undertake detailed searches of the surrounding area; and security officials are reviewing images from closed-circuit cameras in the area," the letter said.

Several media outlets reported that her fiance, Jonathan Widawsky, is a graduate student at Columbia University in New York. Widawsky could not be immediately reached.

A university surveillance photo showed Le was wearing a knee-length brown skirt, a bright-green short-sleeved T-shirt, brown shoes and a brown necklace.

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She was last seen outside the 120,000-square-foot Yale School of Medicine building on 10 Amistad St. The four-story building houses three of the school's research programs. Le is a pharmacology graduate student.

According to the Yale police news release, Le had no known medical issues. She also does not have access to a vehicle, police said.

Anyone with information on Le's disappearance can call university police at (203) 432-4400.