Workshop

Wasserstein Calculus and Related Topics

19 - 23 Nov 2018

ICMS, Bayes Centre, 47 Potterrow Edinburgh

About

This workshop reviewed and consolidated knowledge on stochastic calculus in Wasserstein space and assessed its current impact on several branches of mathematics. Additionally, during the workshop research strategies emphasising applications in energy markets, crowd dynamics and cybersecurity were developed.

The workshop brought together key developers of calculus on Wasserstein/measure spaces, researchers on mean-field games, mathematicians working on kinetic theory and optimal transport and applied mathematicians working on a mean-field approach to power grid applications and crowd behaviour.

Programme

Meet the speakers

Pierre Cardaliaguet

Université Paris-Dauphine

The Master Equation for Mean Field Games with a Major Agent

Paul-Eric Chaudru de Raynal

Université Savoie Mont Blanc

Mean Reflected Stochastic Differential Equations

Alvin Tse

University of Edinburgh

Weak Particle Expansions of McKean-Vlasov SDEs via Wasserstein Calculus

Valentin Konakov

HSE Moscow

A Local Limit Theorem for a Robbins-Monroe Procedure

Alexander Davie

University of Edinburgh

Multivariate Central Limit Bounds in Vaserstein Metrics

Jean-Francois Jabir

HSE Moscow

Propagation of Chaos and Weak Constraint Problems Issued from Lagrangian Stochastic Models for Turbulent Flows

Benjamin Jourdain

Ecole des Ponts ParisTech, CERMICS

Lifted and Geometric Differentiability of the Squared Quadratic Wasserstein Distance

Michela Ottobre

Heriot-Watt Universit

On a Class of SDEs with Multiple Invariant Measures

Xiling Zhang

University of Edinburgh

A Central-Limit Approximation for the Small Jumps of Multi-Dimensional Lévy Processes

Denis Talay

INRIA

On Statistical, Analytical and Numerical Issues Related to Wasserstein Distances and Singular McKean-Vlasov Interactions

Nicolas Champagnat

Université de Lorraine

Lyapunov Criteria for the Convergence of Conditional Distributions of Absorbed Markov Processes

Elena Issoglio

University of Leeds

A Non-Linear Parabolic PDE with a Distributional Coefficient and its Applications to Stochastic Analysis

Alexander Gushchin

Steklov Mathematical Institute

The Joint Distributions of an Increasing Process and its Compensator

William Hammersley

University of Edinburgh

McKean-Vlasov SDEs under Measure Dependent Lyapunov Conditions

Franco Flandoli

Scuola Normale Superiore of Pisa

Particle System Approximation of Vlasov-Navier-Stokes Equations

Mario Maurelli

University of York and University of Edinburgh

2D Euler Equations with Transport Noise: Bounded and Measure-Valued Vorticity

Mark Kelbert

HSE Moscow

Context Dependent Information Measures: Basic Properties and Applications

Anna Kozhina

HSE Moscow

Parametrix Method for SDEs. Weak Error Estimation

William Salkeld

University of Edinburgh

Differentiability of SDEs with Drift of Super-Linear Growth

Megan Griffin-Pickering

University of Cambridge

A Particle Approximation for the Kinetic Isothermal Euler Equation

Michael Röckner

Universität Bielefeld

Nonlinear Fokker-Planck-Kolomogorov Equations and Stochastic Distribution Dependent SDE

Mauro Mariani

HSE Moscow

On the Variational Convergence of a Class of Discounted Control Problems

Dan Crisan

Imperial College London

Smoothing Properties of McKean-Vlasov Stochastic Differential Equations