Wasserstein Calculus and Related Topics

Home > What's on > Workshops > Wasserstein Calculus and Related Topics

Wasserstein Calculus and Related Topics

 19 - 23 Nov 2018
 ICMS, Bayes Centre, 47 Potterrow Edinburgh

Scientific Organisers

  • Mireille Bossy, INRIA

  • Valentin Konakov, Higher School of Economics, Moscow

  • David Siska, University of Edinburgh

  • Lukasz Szpruch, University of Edinburgh

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.


  • 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