Wasserstein calculus and related topics

1st Moscow-UK workshop on stochastic analysis

ICMS, Bayes Centre, 47 Potterrow, Edinburgh EH8 9BT

19 – 23 November 2018


Mireille Bossy, INRIA, Sophia Antipolis
Valentin Konakov, HSE, Moscow
David Siska, University of Edinburgh
Lukasz Szpruch, University of Edinburgh

This workshop will review and consolidate knowledge on the emerging field of stochastic calculus on Wasserstein space and asses its current impact on several branches of mathematics. The workshop will bring together:

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

The consolidation of knowledge and exchange of ideas in the emerging field of Wasserstein calculus with its links to optimal transport, nonlinear PDEs, particle representations and mean-field games. The workshop will also develop research strategies emphasising applications in energy markets, crowd dynamics and cybersecurity.

Invited speakers

Pierre  Cardaliaguet Université Paris-Dauphine
Dan Crisan, Imperial College London   
Paul Eric Chaudru de Raynal Université Savoie Mont Blanc
Sandy Davie, University Edinburgh
Franco Flandoli Scuola Normale Superiore di Pisa
Alexander Gushchin, HSE Moscow
Elena Issoglio, Univeristy of Leeds
Jean-Francois Jabir, HSE, Moscow  
Benjamin Jourdain, CERMICS   
Mark Kelbert, HSE Moscow
Anna Kozhina, HSE Moscow
Pierre-Louise Lions, College de France  
Mauro Mariani, HSE Moscow
Mario Maurelli, University of York
Stanislav Molchanov, HSE Moscow
Ekaterina Palamarchuk, HSE Moscow
Huyen Pham, Université Paris Diderot
Leopold Thomas Henry Price, HSE Moscow
Michael Röckner, University of Bielefeld
Denis Talay, INRIA, Sophia Antipolis
Alexander Veretennikov, Univeristy of Leeds


The workshop will begin at 14.00 on Monday 19 November and end at lunchtime on Friday 23 November. Participants should bear this in mind when they make their travel arrangements.

Speakers will receive an invitation from ICMS in early September. Invited speakers will have their accommodation provided for them by ICMS.

PhD students who would like to participate should register using this form (https://www.smartsurvey.co.uk/s/URHE2/) and indicate if they would like to present a poster. At this time it is not expected that we will be able to offer any financial support for PhD students. You will be notified by 1 October 2018 to let you know if your application has been successful.


To be announced.